Xtrackers S&P 500 Scored & Screened ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.45% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0000 | 0.00 | |
| 0.8206 | 97.26 | |
| 0.2165 | 28.18 | |
| 0.0346 | 3.12 | |
| 0.0679 | 2.61 | |
| 0.8980 | 24.41 |
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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