Xtrackers S&P 500 Divers ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.21% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8742 | 4.16 | |
| 0.2209 | 1.86 | |
| 0.0363 | 0.09 | |
| -0.6373 | -0.11 |
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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