Xtrackers MSCI Japan Hedged Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.95% (+2.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0517 | 11.89 | |
| 0.2326 | 24.26 | |
| 0.9086 | 150.01 | |
| -0.0972 | -9.54 |
Estimation Period:
Jun 9, 2011 to Feb 6, 2026
Jun 9, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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