Xtrackers MSCI EAFE Hedged Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.20% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2165 | 11.20 | |
| 0.1168 | 34.77 | |
| 0.9644 | 310.79 | |
| 4.1748 | 20.93 |
Estimation Period:
Jun 9, 2011 to Feb 6, 2026
Jun 9, 2011 to Feb 6, 2026
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