Xtrackers Russell 1000 US Quality at a Reasonable Price ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.29% (+2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9427 | 5.60 | |
| 0.1388 | 5.82 | |
| 0.8267 | 30.31 | |
| 0.0028 | 0.59 |
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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