Xtrackers MSCI EAFE Selection Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.81% (-2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.7468 | 7,468,100.00 | |
| 0.0032 | 31,900.00 | |
| 0.5000 | 5,000,000.00 | |
| 1.0925 | 10,925,220.00 | |
| 0.0302 | 302,390.00 | |
| 0.0387 | 387,390.00 |
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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