Xtrackers US Nationl C T ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 26th, 2026:14.01% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8291 | 5.23 | |
| 0.1143 | 1.85 | |
| 0.8265 | 11.65 | |
| -0.0631 | -0.81 |
Estimation Period:
Nov 16, 2023 to Jan 23, 2026
Nov 16, 2023 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other Xtrackers US Nationl C T ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs