Xtrackers MSCI USA Selection Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.12% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8721 | 4.02 | |
| 0.1441 | 5.61 | |
| 0.8283 | 30.40 | |
| -0.0056 | -0.87 |
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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