Xtrackers MSCI USA Selection Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.37% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0035 | 0.32 | |
| 0.1411 | 11.17 | |
| 0.8162 | 63.58 | |
| 0.7008 | 9.31 |
Estimation Period:
Mar 7, 2019 to Feb 13, 2026
Mar 7, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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