Xtrackers Russell US Multifactor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.85% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0332 | 13.01 | |
| 0.0223 | 3.40 | |
| 0.8586 | 156.85 | |
| 0.1704 | 11.82 |
Estimation Period:
Nov 24, 2015 to Feb 6, 2026
Nov 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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