Global X S&P 500 COV CAL ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.50% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0194 | 10.68 | |
| 0.0394 | 10.51 | |
| 0.9346 | 176.30 |
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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