Xtrackers S&P 500 Growth Scored & Screened ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.21% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0595 | 7.03 | |
| 0.0000 | 0.00 | |
| 0.8470 | 69.84 | |
| 0.2208 | 7.88 |
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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