Xtrackers S&P MidCap 400 Scored & Screened ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.61% (+3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5465 | 9.92 | |
| 0.0714 | 8.96 | |
| 0.9570 | 222.52 | |
| 8.6405 | 1.61 |
Estimation Period:
Feb 24, 2021 to Feb 6, 2026
Feb 24, 2021 to Feb 6, 2026
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