Xtrackers MSCI Emerging Markets Hedged Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.82% (+3.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2864 | 14.01 | |
| 0.0980 | 25.41 | |
| 0.9538 | 255.63 | |
| 4.7059 | 13.07 |
Estimation Period:
Jun 9, 2011 to Feb 6, 2026
Jun 9, 2011 to Feb 6, 2026
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