Xtrackers S&P Dividend Aristocrats Screened ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.07% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1637 | 6.20 | |
| 0.0000 | 0.00 | |
| 0.6699 | 16.12 | |
| 0.1545 | 2.50 |
Estimation Period:
Nov 28, 2022 to Feb 13, 2026
Nov 28, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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