Xtrackers S&P 500 Growth Scored & Screened ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.03% (+3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8199 | 54.45 | |
| 0.2487 | 18.51 | |
| 0.1631 | 0.48 | |
| 0.0672 | 0.53 | |
| 0.8170 | 2.22 |
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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