Global X Nasdaq-100 Indx ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.28% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0873 | 5.68 | |
| 0.0000 | 0.00 | |
| 0.8654 | 47.36 | |
| 0.1618 | 4.06 |
Estimation Period:
May 15, 2024 to Feb 6, 2026
May 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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