Xtrackers MSCI USA Climate Action Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.77% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0145 | -0.47 | |
| 0.0750 | 5.82 | |
| 0.9145 | 52.57 | |
| -0.2434 | -17.24 |
Estimation Period:
Apr 4, 2023 to Feb 6, 2026
Apr 4, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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