Xtrackers MSCI EAFE Hedged Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.54% (+0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 7.36 | |
| 0.0312 | 3.19 | |
| 0.9237 | 160.92 | |
| 0.0788 | 5.62 |
Estimation Period:
Jun 9, 2011 to Feb 6, 2026
Jun 9, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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