Xtrackers MSCI EAFE High Dividend Yield Equity ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.19% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 13.31 | |
| 0.0538 | 10.02 | |
| 0.9009 | 137.34 |
Estimation Period:
Aug 18, 2015 to Feb 6, 2026
Aug 18, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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