Xtrackers MSCI Europe Hedged Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.02% (+2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9821 | 9.11 | |
| 0.1497 | 22.49 | |
| 0.9484 | 151.94 | |
| 6.1014 | 5.93 |
Estimation Period:
Oct 1, 2013 to Feb 6, 2026
Oct 1, 2013 to Feb 6, 2026
Other Xtrackers MSCI Europe Hedged Equity ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs