Xtrackers Russell US Multifactor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.51% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8931 | 8.71 | |
| 0.1272 | 21.00 | |
| 0.9580 | 162.67 | |
| 5.8937 | 6.88 |
Estimation Period:
Nov 24, 2015 to Feb 6, 2026
Nov 24, 2015 to Feb 6, 2026
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