Xtrackers S&P 500 Divers ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.43% (-9.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.6533 | -11.78 | |
| 0.5394 | 13.84 | |
| 0.2657 | 4.87 | |
| -0.3380 | -9.67 |
Estimation Period:
Jul 24, 2025 to Feb 13, 2026
Jul 24, 2025 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Xtrackers S&P 500 Divers ETF Analyses
Other EGARCH Analyses on ETFs