Global X NASDAQ 100 Tail Risk ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.08% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0139 | 4.14 | |
| 0.0000 | 0.00 | |
| 0.9732 | 242.75 | |
| 0.0332 | 5.99 |
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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