Xtrackers S&P 500 Growth Scored & Screened ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.08% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9543 | 3.36 | |
| 0.0975 | 2.54 | |
| 0.8608 | 20.12 | |
| -0.0416 | -0.21 |
Estimation Period:
Nov 28, 2022 to Feb 6, 2026
Nov 28, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Xtrackers S&P 500 Growth Scored & Screened ETF Analyses
Other Spline-GARCH Analyses on ETFs