Global X Social Media ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.23% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0983 | 18.60 | |
| 0.0447 | 10.93 | |
| 0.8810 | 229.90 | |
| 0.0748 | 7.93 |
Estimation Period:
Nov 15, 2011 to Feb 6, 2026
Nov 15, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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