Xtrackers S&P 500 Scored & Screened ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.26% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2722 | 7.43 | |
| 0.1239 | 18.05 | |
| 0.9678 | 196.78 | |
| 7.4288 | 4.07 |
Estimation Period:
Jun 26, 2019 to Feb 6, 2026
Jun 26, 2019 to Feb 6, 2026
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