Xtrackers MSCI Europe Hedged Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.06% (-1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1298 | 3.56 | |
| 0.2024 | 6.14 | |
| 0.7016 | 17.35 | |
| -0.1280 | -1.91 | |
| 0.2683 | 2.85 | |
| -0.2380 | -3.88 | |
| 0.1344 | 3.18 |
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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