Dimensional Emerging Markets High Profitability GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.54% (+1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0640 | 7.68 | |
| 0.0316 | 4.20 | |
| 0.8666 | 72.35 | |
| 0.0951 | 4.54 |
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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