Global X S&P 500 COV CAL ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.99% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9592 | 3.09 | |
| 0.0513 | 2.53 | |
| 0.8481 | 16.83 | |
| 0.2284 | 0.42 | |
| -0.5710 | -0.76 | |
| 0.6128 | 1.30 | |
| 0.1269 | 0.24 | |
| -1.3386 | -2.51 | |
| 2.0087 | 4.13 | |
| -2.3870 | -4.42 | |
| 2.6897 | 4.47 | |
| -2.8284 | -3.19 |
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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