Xtrackers MSCI EAFE Selection Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.95% (+2.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1171 | 7.35 | |
| 0.0845 | 17.85 | |
| 0.9652 | 154.86 | |
| 5.5265 | 4.91 |
Estimation Period:
Nov 2, 2018 to Feb 6, 2026
Nov 2, 2018 to Feb 6, 2026
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