Xtrackers International Real Estate ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.04% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4771 | 4.00 | |
| 0.0639 | 2.71 | |
| 0.8833 | 30.85 | |
| 1.6625 | 3.19 | |
| -2.9040 | -3.73 | |
| 2.4420 | 4.54 | |
| -2.4396 | -3.62 | |
| 2.2286 | 2.93 | |
| -1.2298 | -2.21 | |
| 0.0928 | 0.20 | |
| 0.2240 | 0.40 | |
| -0.5374 | -0.59 |
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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