Xtrackers Russell 1000 US Quality at a Reasonable Price ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.45% (+2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 12.25 | |
| 0.1400 | 20.92 | |
| 0.8256 | 115.74 |
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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