Xtrackers US Nationl C T ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:14.22% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0452 | 6.14 | |
| 0.0000 | 0.00 | |
| 0.8610 | 63.87 | |
| 0.1754 | 4.83 |
Estimation Period:
Nov 16, 2023 to Jan 23, 2026
Nov 16, 2023 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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