Xtrackers MSCI Europe Hedged Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.07% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1050 | 3.57 | |
| 0.2010 | 6.12 | |
| 0.7002 | 17.15 | |
| -0.1393 | -2.08 | |
| 0.2936 | 3.13 | |
| -0.2823 | -4.36 | |
| 0.2494 | 3.11 |
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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