Xtrackers S&P Dividend Aristocrats Screened ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.16% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1362 | 8.87 | |
| 0.1080 | 1.30 | |
| 0.6050 | 2.86 | |
| 0.1005 | 1.34 |
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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