Xtrackers US Nationl C T ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.65% (+1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8536 | 6.84 | |
| 0.0841 | 9.57 | |
| 0.9501 | 140.27 | |
| 6.4481 | 1.74 |
Estimation Period:
Nov 16, 2023 to Feb 6, 2026
Nov 16, 2023 to Feb 6, 2026
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