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	param	t-stat
$ω$	1.2750	3.85
$α$	0.1532	5.90
$β$	0.7776	23.53
$γ_{1}$	0.2537	3.39
$γ_{2}$	-0.3626	-3.53
$γ_{3}$	0.1293	1.72

V-Lab

Xtrackers Russell US Multifactor ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.20% (+4.96%)

Date Range:

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