Xtrackers MSCI Europe Hedged Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.16% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0066 | -0.82 | |
| 0.2062 | 18.15 | |
| 0.9331 | 249.17 | |
| -0.1894 | -18.17 |
Estimation Period:
Oct 1, 2013 to Feb 6, 2026
Oct 1, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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