Dimensional International Core Equity Market ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.60% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0020 | -0.21 | |
| 0.1110 | 12.19 | |
| 0.9581 | 179.12 | |
| -0.1352 | -11.97 |
Estimation Period:
Nov 18, 2020 to Feb 6, 2026
Nov 18, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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