Xtrackers MSCI Japan Hedged Equity ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.21% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0979 | 19.45 | |
| 0.1344 | 26.65 | |
| 0.8108 | 132.79 |
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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