Xtrackers S&P 500 Divers ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:8.47% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2358 | 17.69 | |
| 0.0752 | 3.38 | |
| 0.1206 | 3.89 | |
| 0.8306 | 4.32 |
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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