Xtrackers MSCI USA Selection Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.32% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0152 | 2.56 | |
| 0.1831 | 9.29 | |
| 0.9549 | 249.33 | |
| -0.1486 | -10.43 |
Estimation Period:
Mar 7, 2019 to Feb 6, 2026
Mar 7, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Xtrackers MSCI USA Selection Equity ETF Analyses
Other EGARCH Analyses on ETFs