Global X S&P 500 COV CAL ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.28% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 7.63 | |
| 0.0014 | 0.15 | |
| 0.9323 | 166.43 | |
| 0.0737 | 4.77 |
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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