Xtrackers S&P 500 Scored & Screened ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.16% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0147 | 1.16 | |
| 0.1615 | 10.77 | |
| 0.8015 | 55.05 | |
| 0.5941 | 6.85 |
Estimation Period:
Jun 26, 2019 to Feb 6, 2026
Jun 26, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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