Global X NASDAQ 100 Tail Risk ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:12.12% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6237 | 4.94 | |
| 0.0139 | 0.60 | |
| 0.8849 | 5.75 | |
| -1.2488 | -4.26 | |
| 1.8784 | 4.44 | |
| -1.2970 | -3.39 |
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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