Xtrackers International Real Estate ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:127.27% (-9.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 107.5433 | 13.23 | |
| 0.0571 | 80.53 | |
| 0.9986 | 9,161.72 | |
| 2.0131 | 26,487.88 |
Estimation Period:
Oct 1, 2013 to Feb 6, 2026
Oct 1, 2013 to Feb 6, 2026
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