Xtrackers MSCI All World ex US Hedged Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.49% (+3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8216 | 6.40 | |
| 0.1059 | 27.72 | |
| 0.9755 | 208.71 | |
| 4.8836 | 11.34 |
Estimation Period:
Jan 27, 2014 to Feb 6, 2026
Jan 27, 2014 to Feb 6, 2026
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