Global X NASDAQ 100 Tail Risk ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.81% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7117 | 4.34 | |
| 0.0275 | 1.16 | |
| 0.9118 | 12.83 | |
| -0.9999 | -2.95 | |
| 1.3653 | 2.98 | |
| -0.4164 | -2.28 |
Estimation Period:
Aug 26, 2021 to Feb 13, 2026
Aug 26, 2021 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Global X NASDAQ 100 Tail Risk ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs