Global X NASDAQ 100 Tail Risk ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.53% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 6.37 | |
| 0.0335 | 10.41 | |
| 0.9452 | 185.44 | |
| 0.2675 | 5.06 |
Estimation Period:
Aug 26, 2021 to Feb 13, 2026
Aug 26, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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