Xtrackers S&P Dividend Aristocrats Screened ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.70% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1770 | 8.71 | |
| 0.0948 | 6.27 | |
| 0.6008 | 15.54 | |
| 0.4871 | 10.29 |
Estimation Period:
Nov 28, 2022 to Feb 6, 2026
Nov 28, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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