Xtrackers MSCI Europe Hedged Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.24% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0667 | 23.66 | |
| 0.0407 | 3.62 | |
| 0.7525 | 132.44 | |
| 0.3037 | 11.55 |
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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