Xtrackers S&P 500 Scored & Screened ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.88% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0143 | 1.93 | |
| 0.1803 | 8.95 | |
| 0.9588 | 245.97 | |
| -0.1513 | -8.76 |
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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