Xtrackers US Green Infrastructure Select Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.41% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0622 | 17.06 | |
| 0.1287 | 7.05 | |
| 0.0276 | 0.61 | |
| 0.5736 | 4.68 |
Estimation Period:
Jul 13, 2023 to Feb 6, 2026
Jul 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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