Xtrackers Natural Resources GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.93% (+1.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1884 | 13.25 | |
| 0.0935 | 7.13 | |
| 0.8403 | 42.77 | |
| 6.9469 | 1.15 |
Estimation Period:
Feb 27, 2024 to Feb 6, 2026
Feb 27, 2024 to Feb 6, 2026
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