Xtrackers MSCI EAFE Hedged Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.74% (+3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9325 | 3.30 | |
| 0.1624 | 5.84 | |
| 0.7188 | 19.64 | |
| -0.7373 | -1.98 | |
| 1.4683 | 3.01 | |
| -1.2834 | -5.92 | |
| 1.0303 | 5.08 | |
| -0.6810 | -3.33 | |
| 0.1566 | 0.79 | |
| 0.1466 | 0.68 | |
| -0.0937 | -0.29 |
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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