Xtrackers S&P 500 Scored & Screened ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.92% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9031 | 4.22 | |
| 0.1355 | 5.23 | |
| 0.8340 | 29.30 | |
| -0.0025 | -0.32 |
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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