Xtrackers MSCI USA Climate Action Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.99% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0543 | 7.69 | |
| 0.0000 | 0.00 | |
| 0.8238 | 49.45 | |
| 0.2335 | 6.90 |
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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