Xtrackers MSCI Eurozone Hedged Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.02% (+2.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2103 | 5.54 | |
| 0.1813 | 6.71 | |
| 0.7641 | 28.01 | |
| 0.0114 | 1.29 |
Estimation Period:
Dec 15, 2014 to Feb 6, 2026
Dec 15, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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