Xtrackers MSCI All World ex US Hedged Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.66% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 16.93 | |
| 0.0228 | 2.66 | |
| 0.8286 | 164.57 | |
| 0.2049 | 12.40 |
Estimation Period:
Jan 27, 2014 to Feb 6, 2026
Jan 27, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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