Xtrackers S&P MidCap 400 Scored & Screened ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.85% (+4.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0114 | 8.70 | |
| 0.0810 | 3.21 | |
| 0.8647 | 22.17 | |
| 0.0024 | 0.22 |
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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