Dimensional Emerging Core Equity Market ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.32% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0000 | 0.01 | |
| 0.7246 | 43.92 | |
| 0.1891 | 19.67 | |
| 0.5022 | 0.13 | |
| 0.5680 | 0.13 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 2, 2020 to Feb 6, 2026
Dec 2, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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