Xtrackers MSCI EAFE High Dividend Yield Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.89% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1479 | 3.78 | |
| 0.0728 | 2.93 | |
| 0.7788 | 14.43 | |
| -1.5670 | -1.40 | |
| 2.9336 | 1.63 | |
| -2.3810 | -1.71 | |
| 2.5169 | 2.42 | |
| -3.4525 | -4.27 | |
| 3.6212 | 5.22 | |
| -2.6567 | -4.42 | |
| 1.1287 | 2.10 | |
| 0.4560 | 0.60 | |
| -2.4432 | -1.20 |
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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