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V-Lab

Xtrackers International Real Estate ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.04% (-0.48%)
Analysis last updated: Thursday, February 12, 2026 at 10:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Xtrackers International Real Estate ETF SGARCH
paramt-stat
ω1.47714.00
α0.06392.71
β0.883330.85
γ11.66253.19
γ2-2.9040-3.73
γ32.44204.54
γ4-2.4396-3.62
γ52.22862.93
γ6-1.2298-2.21
γ70.09280.20
γ80.22400.40
γ9-0.5374-0.59
Estimation Period:
Oct 1, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts