Xtrackers High Beta High Yield Bond ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.11% (-2.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.1750 | 1,750,100.00 | |
| -0.3500 | -3,500,000.00 | |
| 0.1827 | 66.67 | |
| 0.3000 | 61.40 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 11, 2018 to Feb 6, 2026
Jan 11, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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