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DB Gold Short ETN 2038 GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.43% (-1.38%)
Analysis last updated: Thursday, February 12, 2026 at 10:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

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graph of DB Gold Short ETN 2038 GJR-GARCH
paramt-stat
ω0.015612.78
α0.053410.58
β0.9256321.94
γ0.02613.44
Estimation Period:
Feb 29, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts