Global X S&P 500 Index ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.50% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9207 | 3.34 | |
| 0.1303 | 2.54 | |
| 0.8022 | 12.81 | |
| -0.0350 | -0.20 |
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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