Global X NASDAQ 100 Covered Call ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.51% (-3.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0360 | 22.03 | |
| 0.0146 | 1.54 | |
| 0.6862 | 146.96 | |
| 0.5985 | 25.27 |
Estimation Period:
Dec 12, 2013 to Feb 13, 2026
Dec 12, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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