Xtrackers Russell 1000 US Quality at a Reasonable Price ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.33% (+8.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0111 | 1.49 | |
| 0.1475 | 14.17 | |
| 0.8136 | 73.38 | |
| 0.5551 | 10.43 |
Estimation Period:
Apr 5, 2018 to Feb 6, 2026
Apr 5, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Xtrackers Russell 1000 US Quality at a Reasonable Price ETF Analyses
Other AGARCH Analyses on ETFs