Xtrackers MSCI USA Climate Action Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.16% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7600 | 7.72 | |
| 0.0769 | 7.53 | |
| 0.9361 | 140.47 | |
| 6.1485 | 1.71 |
Estimation Period:
Apr 4, 2023 to Feb 13, 2026
Apr 4, 2023 to Feb 13, 2026
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