Xtrackers FTSE Developed ex US Multifactor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.39% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 5.70 | |
| 0.0238 | 2.24 | |
| 0.8715 | 116.23 | |
| 0.1041 | 3.93 |
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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