Xtrackers MSCI Eurozone Hedged Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.15% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0555 | 18.83 | |
| 0.0425 | 5.92 | |
| 0.8039 | 183.08 | |
| 0.2288 | 15.08 |
Estimation Period:
Dec 15, 2014 to Feb 6, 2026
Dec 15, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Xtrackers MSCI Eurozone Hedged Equity ETF Analyses
Other GJR-GARCH Analyses on ETFs