Xtrackers MSCI EAFE Selection Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.62% (+0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9259 | 5.20 | |
| 0.0993 | 3.68 | |
| 0.8492 | 25.90 | |
| -0.0028 | -0.15 |
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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