Dimensional Emerging Core Equity Market ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.04% (+4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1303 | 9.76 | |
| 0.1063 | 2.84 | |
| 0.7821 | 10.84 | |
| 0.0040 | 0.13 |
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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