Global X S&P 500 Index ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.11% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0028 | 0.08 | |
| 0.0325 | 3.26 | |
| 0.9507 | 47.56 | |
| -0.1886 | -12.41 |
Estimation Period:
May 15, 2024 to Feb 6, 2026
May 15, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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