Xtrackers MSCI Japan Hedged Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.02% (+4.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8669 | 6.34 | |
| 0.0955 | 29.01 | |
| 0.9743 | 202.94 | |
| 4.3290 | 12.58 |
Estimation Period:
Jun 9, 2011 to Feb 6, 2026
Jun 9, 2011 to Feb 6, 2026
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