Xtrackers S&P 500 Growth Scored & Screened ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:18.64% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 0.83 | |
| 0.1362 | 9.32 | |
| 0.9227 | 90.93 | |
| -0.2131 | -13.80 |
Estimation Period:
Nov 28, 2022 to Feb 6, 2026
Nov 28, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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