Xtrackers Russell US Multifactor ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.29% (+4.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2783 | 3.89 | |
| 0.1531 | 5.93 | |
| 0.7779 | 23.62 | |
| 0.2556 | 3.51 | |
| -0.3674 | -3.81 | |
| 0.1395 | 3.62 |
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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