Global X Nasdaq-100 Indx ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.21% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 1.55 | |
| 0.1216 | 8.04 | |
| 0.9346 | 85.92 | |
| -0.1518 | -7.47 |
Estimation Period:
May 15, 2024 to Feb 13, 2026
May 15, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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