Xtrackers MSCI USA Climate Action Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.70% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8972 | 4.95 | |
| 0.1060 | 1.88 | |
| 0.8215 | 10.61 | |
| 0.0107 | 0.06 |
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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