Xtrackers MSCI Emerging Markets Hedged Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.22% (+7.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0646 | 5.76 | |
| 0.1333 | 5.79 | |
| 0.7801 | 21.94 | |
| 0.0394 | 5.42 | |
| -0.0451 | -5.27 |
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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