Xtrackers MSCI EAFE Selection Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.60% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0229 | 7.43 | |
| 0.0000 | 0.00 | |
| 0.9214 | 202.11 | |
| 0.1153 | 9.97 |
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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