Xtrackers MSCI EAFE Selection Equity ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.10% (+2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0567 | 12.73 | |
| 0.0988 | 14.52 | |
| 0.8506 | 101.61 |
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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