Xtrackers MSCI USA Selection Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.57% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0463 | 9.89 | |
| 0.0235 | 1.56 | |
| 0.8466 | 79.67 | |
| 0.1993 | 9.01 |
Estimation Period:
Mar 7, 2019 to Feb 6, 2026
Mar 7, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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