Xtrackers S&P MidCap 400 Scored & Screened ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.94% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0669 | 10.85 | |
| 0.0899 | 20.07 | |
| 0.8414 | 134.49 | |
| 0.6646 | 15.31 |
Estimation Period:
Feb 24, 2021 to Feb 6, 2026
Feb 24, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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