Xtrackers S&P Dividend Aristocrats Screened ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.50% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0609 | -4.14 | |
| 0.1423 | 5.35 | |
| 0.8557 | 34.69 | |
| -0.1116 | -4.36 |
Estimation Period:
Nov 28, 2022 to Feb 6, 2026
Nov 28, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Xtrackers S&P Dividend Aristocrats Screened ETF Analyses
Other EGARCH Analyses on ETFs