Xtrackers Natural Resources EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.81% (-3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 2.91 | |
| 0.2798 | 7.06 | |
| 0.8203 | 34.58 | |
| -0.1271 | -3.76 |
Estimation Period:
Feb 27, 2024 to Feb 13, 2026
Feb 27, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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