Xtrackers S&P MidCap 400 Scored & Screened ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.55% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.9202 | 124.64 | |
| 0.0941 | 13.86 | |
| 1.3250 | 0.16 | |
| 0.1741 | 0.17 | |
| 0.0000 | 0.00 |
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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