Xtrackers MSCI USA Selection Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.99% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.7785 | 44.62 | |
| 0.2251 | 23.13 | |
| 0.0176 | 1.95 | |
| 0.0587 | 2.66 | |
| 0.9276 | 31.55 |
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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