Xtrackers Russell 1000 US Quality at a Reasonable Price ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.42% (+2.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0853 | 9.72 | |
| 0.1207 | 21.29 | |
| 0.9678 | 244.77 | |
| 8.4034 | 3.82 |
Estimation Period:
Apr 5, 2018 to Feb 6, 2026
Apr 5, 2018 to Feb 6, 2026
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