Global X S&P 500 Index ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.48% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0637 | 6.89 | |
| 0.0000 | 0.00 | |
| 0.8104 | 71.88 | |
| 0.2640 | 7.19 |
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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