Xtrackers S&P Dividend Aristocrats Screened ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.69% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1675 | 7.08 | |
| 0.1026 | 5.38 | |
| 0.6412 | 13.83 |
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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