Global X NASDAQ 100 Tail Risk ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.73% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 0.00 | |
| -0.0432 | -0.01 | |
| 0.9914 | 23.39 | |
| -0.0347 | -0.00 |
Estimation Period:
Aug 26, 2021 to Feb 6, 2026
Aug 26, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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