Dimensional Emerging Markets High Profitability Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.04% (-2.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3812 | 8.47 | |
| 0.1285 | 2.19 | |
| 0.6813 | 6.29 | |
| 0.1545 | 2.73 |
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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