Xtrackers MSCI Emerging Markets Hedged Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.54% (+7.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1054 | 5.94 | |
| 0.1328 | 5.60 | |
| 0.7734 | 20.79 | |
| 0.0464 | 5.36 | |
| -0.0638 | -4.04 |
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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