Xtrackers Smicondctr Slct EQ GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.27% (+2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2449 | 4.92 | |
| 0.0025 | 0.32 | |
| 0.8889 | 60.74 | |
| 0.0957 | 2.94 |
Estimation Period:
Jul 13, 2023 to Feb 6, 2026
Jul 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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