Xtrackers International Real Estate ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.68% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0000 | 0.00 | |
| 0.8276 | 68.09 | |
| 0.1054 | 14.87 | |
| 0.0760 | 1.11 | |
| 0.2536 | 1.76 | |
| 0.6742 | 3.52 |
Estimation Period:
Oct 1, 2013 to Feb 6, 2026
Oct 1, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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