Xtrackers S&P 500 Scored & Screened ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.52% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8660 | 3.98 | |
| 0.1342 | 5.15 | |
| 0.8340 | 29.02 | |
| -0.0124 | -0.40 |
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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