Xtrackers Emerging Markets Carbon Reduction and Climate Improvers ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.07% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0469 | 11.35 | |
| 0.0056 | 1.32 | |
| 0.8968 | 176.41 | |
| 0.1274 | 10.12 |
Estimation Period:
Dec 6, 2018 to Feb 6, 2026
Dec 6, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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