Dimensional Emerging Markets High Profitability MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.42% (+0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0302 | 3.25 | |
| 0.5104 | 17.71 | |
| 0.2200 | 13.72 | |
| 0.5840 | 0.81 | |
| 0.4266 | 3.05 | |
| 0.0000 | 0.00 |
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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