Xtrackers MSCI USA Selection Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.51% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8327 | 3.60 | |
| 0.1428 | 5.55 | |
| 0.8283 | 30.25 | |
| -0.0159 | -0.54 |
Estimation Period:
Mar 7, 2019 to Feb 13, 2026
Mar 7, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Xtrackers MSCI USA Selection Equity ETF Analyses
Other Spline-GARCH Analyses on ETFs