Xtrackers S&P MidCap 400 Scored & Screened ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.23% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0621 | 5.69 | |
| 0.0000 | 0.00 | |
| 0.9015 | 135.00 | |
| 0.1157 | 6.64 |
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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