DB Gold Short ETN 2038 GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:52.43% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0156 | 12.78 | |
| 0.0534 | 10.58 | |
| 0.9256 | 321.94 | |
| 0.0261 | 3.44 |
Estimation Period:
Feb 29, 2008 to Feb 6, 2026
Feb 29, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other DB Gold Short ETN 2038 Analyses
Other GJR-GARCH Analyses on ETNs