Xtrackers Russell 1000 US Quality at a Reasonable Price ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.39% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0000 | 0.00 | |
| 0.8040 | 91.53 | |
| 0.2384 | 27.71 | |
| 0.2121 | 5.65 | |
| 0.8068 | 34.68 | |
| 0.0000 | 0.00 |
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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