Xtrackers FTSE Developed ex US Multifactor ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.48% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0029 | -0.46 | |
| 0.0864 | 12.30 | |
| 0.8554 | 152.99 | |
| 0.8225 | 9.17 |
Estimation Period:
Nov 24, 2015 to Feb 6, 2026
Nov 24, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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