SP Funds S&P World EX US ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.60% (-1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2184 | 7.09 | |
| 0.0000 | 0.00 | |
| 0.7329 | 23.92 | |
| 0.1706 | 3.19 |
Estimation Period:
Dec 20, 2023 to Feb 13, 2026
Dec 20, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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