Global X S&P 500 COV CAL ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.70% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0043 | -0.45 | |
| 0.0103 | 3.15 | |
| 0.9831 | 142.54 | |
| -0.1206 | -15.11 |
Estimation Period:
Jan 20, 2014 to Feb 6, 2026
Jan 20, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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