Xtrackers S&P MidCap 400 Scored & Screened ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.69% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9873 | 8.01 | |
| 0.0808 | 3.15 | |
| 0.8632 | 21.52 | |
| -0.0104 | -0.28 |
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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