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Xtrackers MSCI EAFE Hedged Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.74% (+3.52%)
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 SGARCH
paramt-stat
ω1.93253.30
α0.16245.84
β0.718819.64
γ1-0.7373-1.98
γ21.46833.01
γ3-1.2834-5.92
γ41.03035.08
γ5-0.6810-3.33
γ60.15660.79
γ70.14660.68
γ8-0.0937-0.29
Estimation Period:
Jun 9, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts