Xtrackers S&P Dividend Aristocrats Screened ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.19% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0630 | 10.28 | |
| 0.1061 | 1.29 | |
| 0.6161 | 2.99 | |
| 0.0210 | 0.97 |
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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