Xtrackers MSCI Emerging Markets Hedged Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:6.79% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0144 | 144,220.00 | |
| -0.0288 | -288,240.00 | |
| 3.6381 | 7.71 | |
| 0.0997 | 7.98 | |
| 0.0000 | 0.00 |
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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