Xtrackers MSCI USA Climate Action Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.33% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8752 | 6.25 | |
| 0.1057 | 1.87 | |
| 0.8206 | 10.48 | |
| -0.0230 | -0.50 |
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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