Xtrackers FTSE Developed ex US Multifactor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1,073.69% (+102.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0459 | 13.49 | |
| 0.0790 | 86.78 | |
| 0.9971 | 4,103.42 | |
| 2.0003 | 2,000,308.00 |
Estimation Period:
Nov 24, 2015 to Feb 6, 2026
Nov 24, 2015 to Feb 6, 2026
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