Dimensional Emerging Markets High Profitability GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.25% (+5.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0904 | 7.69 | |
| 0.1056 | 10.62 | |
| 0.8169 | 47.56 |
Estimation Period:
Apr 27, 2022 to Feb 6, 2026
Apr 27, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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