Xtrackers US Nationl C T ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.90% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0007 | -0.05 | |
| 0.1012 | 6.96 | |
| 0.9389 | 135.51 | |
| -0.1818 | -11.86 |
Estimation Period:
Nov 16, 2023 to Feb 6, 2026
Nov 16, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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