Xtrackers MSCI Japan Hedged Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.62% (+8.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3236 | 7.68 | |
| 0.1407 | 7.10 | |
| 0.7952 | 29.92 | |
| 0.0109 | 2.88 |
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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