Global X NASDAQ 100 Tail Risk ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.83% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0000 | 0.00 | |
| 0.9353 | 294.32 | |
| 0.0735 | 15.19 | |
| 0.1205 | 1.27 | |
| 0.1194 | 1.34 | |
| 0.7822 | 4.63 |
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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