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Xtrackers MSCI EAFE High Dividend Yield Equity ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.89% (-0.83%)
Analysis last updated: Tuesday, February 10, 2026 at 10:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Xtrackers MSCI EAFE High Dividend Yield Equity ETF SGARCH
paramt-stat
ω1.14793.78
α0.07282.93
β0.778814.43
γ1-1.5670-1.40
γ22.93361.63
γ3-2.3810-1.71
γ42.51692.42
γ5-3.4525-4.27
γ63.62125.22
γ7-2.6567-4.42
γ81.12872.10
γ90.45600.60
γ10-2.4432-1.20
Estimation Period:
Aug 18, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts