Xtrackers International Real Estate ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.53% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4588 | 3.93 | |
| 0.0637 | 2.69 | |
| 0.8838 | 30.89 | |
| 1.6263 | 3.10 | |
| -2.8457 | -3.63 | |
| 2.4023 | 4.46 | |
| -2.4102 | -3.57 | |
| 2.2199 | 2.91 | |
| -1.2730 | -2.31 | |
| 0.2325 | 0.55 | |
| -0.0916 | -0.23 | |
| 0.2591 | 0.88 |
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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