Xtrackers Natural Resources GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.59% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3724 | 6.77 | |
| 0.0000 | 0.00 | |
| 0.5638 | 10.73 | |
| 0.2273 | 2.44 |
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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