Xtrackers S&P 500 Divers ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.08% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4369 | 12.01 | |
| 0.2126 | 1.89 | |
| 0.3600 | 3.17 | |
| 14.6235 | 0.28 |
Estimation Period:
Jul 24, 2025 to Feb 6, 2026
Jul 24, 2025 to Feb 6, 2026
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