Xtrackers MSCI EAFE Selection Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.86% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 0.56 | |
| 0.0767 | 12.37 | |
| 0.9778 | 193.16 | |
| -0.1277 | -12.98 |
Estimation Period:
Nov 2, 2018 to Feb 6, 2026
Nov 2, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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