Global X S&P 500 Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.23% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5334 | 3.83 | |
| 0.0147 | 0.33 | |
| 0.0000 | 0.00 | |
| 17.8705 | 0.44 | |
| -50.6737 | -0.69 | |
| 62.9523 | 1.00 | |
| -59.5707 | -1.44 | |
| 96.4577 | 3.60 | |
| -183.2756 | -4.78 | |
| 190.0034 | 4.44 | |
| -70.2691 | -1.70 | |
| -42.3764 | -0.87 | |
| 109.3822 | 2.11 |
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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