Xtrackers MSCI Emerging Markets Hedged Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.77% (+2.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 5.96 | |
| 0.0850 | 21.46 | |
| 0.8857 | 194.39 | |
| 0.5230 | 13.07 |
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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