Xtrackers Natural Resources AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.80% (-3.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3162 | 7.34 | |
| 0.1297 | 4.58 | |
| 0.5775 | 10.91 | |
| 0.5522 | 6.91 |
Estimation Period:
Feb 27, 2024 to Feb 6, 2026
Feb 27, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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