Xtrackers US Green Infrastructure Select Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.04% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4290 | 4.52 | |
| 0.0337 | 2.92 | |
| 0.8233 | 25.91 | |
| 0.0573 | 1.20 |
Estimation Period:
Jul 13, 2023 to Feb 13, 2026
Jul 13, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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