Xtrackers Russell 1000 US Quality at a Reasonable Price ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.12% (+3.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0070 | 0.86 | |
| 0.1696 | 11.10 | |
| 0.9661 | 215.98 | |
| -0.1241 | -11.44 |
Estimation Period:
Apr 5, 2018 to Feb 6, 2026
Apr 5, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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