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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%)
Analysis last updated: Wednesday, February 11, 2026 at 11:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Xtrackers MSCI EAFE High Dividend Yield Equity ETF S0GARCH
paramt-stat
ω1.13973.78
α0.06622.51
β0.789614.86
γ1-1.5154-1.35
γ22.84971.59
γ3-2.3217-1.69
γ42.47002.41
γ5-3.4362-4.32
γ63.66905.35
γ7-2.8284-4.76
γ81.55962.92
γ9-0.5056-1.16
γ100.06320.24
Estimation Period:
Aug 18, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts