Xtrackers Russell 1000 US Quality at a Reasonable Price ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.99% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8471 | 5.37 | |
| 0.1372 | 5.62 | |
| 0.8247 | 28.33 | |
| -0.0158 | -0.78 |
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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