Xtrackers S&P 500 Divers ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.24% (+20.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1825 | 9.65 | |
| 0.3886 | 11.78 | |
| 0.1584 | 3.19 | |
| 0.3759 | 14.13 |
Estimation Period:
Jul 24, 2025 to Feb 6, 2026
Jul 24, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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