Xtrackers S&P Dividend Aristocrats Screened ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.13% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6661 | 7.76 | |
| 0.0419 | 8.37 | |
| 0.9560 | 156.67 | |
| 8.8712 | 0.62 |
Estimation Period:
Nov 28, 2022 to Feb 6, 2026
Nov 28, 2022 to Feb 6, 2026
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