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Xtrackers MSCI EAFE Hedged Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.50% (+3.58%)
Analysis last updated: Friday, February 6, 2026 at 11:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Xtrackers MSCI EAFE Hedged Equity ETF S0GARCH
paramt-stat
ω1.93843.30
α0.16285.86
β0.718619.70
γ1-0.7297-1.95
γ21.45392.96
γ3-1.2696-5.83
γ41.01685.01
γ5-0.6676-3.27
γ60.13870.72
γ70.18131.05
γ8-0.1757-1.26
Estimation Period:
Jun 9, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts