Xtrackers MSCI EAFE High Dividend Yield Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.51% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1397 | 3.78 | |
| 0.0662 | 2.51 | |
| 0.7896 | 14.86 | |
| -1.5154 | -1.35 | |
| 2.8497 | 1.59 | |
| -2.3217 | -1.69 | |
| 2.4700 | 2.41 | |
| -3.4362 | -4.32 | |
| 3.6690 | 5.35 | |
| -2.8284 | -4.76 | |
| 1.5596 | 2.92 | |
| -0.5056 | -1.16 | |
| 0.0632 | 0.24 |
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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