Skip to main content
V-Lab

Global X S&P 500 COV CAL ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:9.99% (-0.42%)
Analysis last updated: Tuesday, February 10, 2026 at 02:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Global X S&P 500 COV CAL ETF SGARCH
paramt-stat
ω0.95923.09
α0.05132.53
β0.848116.83
γ10.22840.42
γ2-0.5710-0.76
γ30.61281.30
γ40.12690.24
γ5-1.3386-2.51
γ62.00874.13
γ7-2.3870-4.42
γ82.68974.47
γ9-2.8284-3.19
Estimation Period:
Jan 20, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts