Xtrackers S&P Dividend Aristocrats Screened ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.12% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0010 | 0.09 | |
| 0.4922 | 11.67 | |
| 0.1931 | 6.33 | |
| 0.3630 | 0.08 | |
| 0.4194 | 0.10 | |
| 0.0000 | 0.00 |
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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