Dimensional International Core Equity Market ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.82% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0590 | 10.23 | |
| 0.0040 | 0.74 | |
| 0.8399 | 96.44 | |
| 0.1956 | 8.42 |
Estimation Period:
Nov 18, 2020 to Feb 6, 2026
Nov 18, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional International Core Equity Market ETF Analyses
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