Xtrackers Natural Resources Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.42% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8665 | 8.34 | |
| 0.1527 | 1.19 | |
| 0.5627 | 2.40 | |
| -0.0608 | -0.90 |
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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