Xtrackers Russell 1000 US Quality at a Reasonable Price ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.29% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 10.28 | |
| 0.0373 | 2.98 | |
| 0.8437 | 87.52 | |
| 0.1776 | 10.82 |
Estimation Period:
Apr 5, 2018 to Feb 13, 2026
Apr 5, 2018 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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