Xtrackers FTSE Developed ex US Multifactor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.05% (+0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8476 | 2.79 | |
| 0.0984 | 4.00 | |
| 0.8440 | 26.69 | |
| 0.2809 | 2.89 | |
| -0.3766 | -2.89 | |
| 0.1178 | 1.53 |
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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