Xtrackers MSCI Emerging Markets Hedged Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.82% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 16.16 | |
| 0.0559 | 5.80 | |
| 0.8662 | 139.37 | |
| 0.0902 | 5.96 |
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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