Xtrackers US Nationl C T ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.07% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.8610 | 59.82 | |
| 0.1885 | 13.29 | |
| 1.0038 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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