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V-Lab

Global X S&P 500 Index ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.23% (-0.34%)
Analysis last updated: Tuesday, February 10, 2026 at 02:05 PM UTC
Date Range:

from

to

6M ·

1Y ·

All

graph of Global X S&P 500 Index ETF SGARCH
paramt-stat
ω0.53343.83
α0.01470.33
β0.00000.00
γ117.87050.44
γ2-50.6737-0.69
γ362.95231.00
γ4-59.5707-1.44
γ596.45773.60
γ6-183.2756-4.78
γ7190.00344.44
γ8-70.2691-1.70
γ9-42.3764-0.87
γ10109.38222.11
Estimation Period:
May 15, 2024 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts