Xtrackers S&P MidCap 400 Scored & Screened ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.78% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 0.41 | |
| 0.0369 | 6.22 | |
| 0.9818 | 145.95 | |
| -0.1075 | -18.54 |
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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