Xtrackers S&P 500 Divers ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.52% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8578 | 4.80 | |
| 0.2218 | 1.87 | |
| 0.0312 | 0.08 | |
| -1.3392 | -0.92 |
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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