Dimensional Emerging Markets High Profitability Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.69% (-3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5242 | 8.23 | |
| 0.1275 | 2.24 | |
| 0.6591 | 5.89 | |
| 0.3412 | 3.00 | |
| -0.3874 | -2.63 |
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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