Xtrackers MSCI Eurozone Hedged Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.73% (-1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2551 | 8.16 | |
| 0.1375 | 19.87 | |
| 0.9593 | 187.22 | |
| 6.4980 | 5.21 |
Estimation Period:
Dec 15, 2014 to Feb 6, 2026
Dec 15, 2014 to Feb 6, 2026
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