Xtrackers International Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.42% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0149 | 8.60 | |
| 0.0000 | 0.00 | |
| 0.9433 | 361.13 | |
| 0.0821 | 11.18 |
Estimation Period:
Oct 1, 2013 to Feb 6, 2026
Oct 1, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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