Xtrackers MSCI EAFE High Dividend Yield Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:8.51% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0015 | 0.11 | |
| 0.0237 | 6.14 | |
| 0.9831 | 171.28 | |
| -0.0984 | -14.83 |
Estimation Period:
Aug 18, 2015 to Feb 13, 2026
Aug 18, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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