Xtrackers S&P 500 Growth Scored & Screened ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.24% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0479 | 8.05 | |
| 0.0947 | 10.01 | |
| 0.8620 | 79.83 |
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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