Xtrackers S&P 500 Scored & Screened ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.46% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0400 | 9.26 | |
| 0.0148 | 1.05 | |
| 0.8663 | 112.59 | |
| 0.1838 | 7.74 |
Estimation Period:
Jun 26, 2019 to Feb 13, 2026
Jun 26, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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