Dimensional International Core Equity Market ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.66% (-1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.7781 | 63.30 | |
| 0.2076 | 16.42 | |
| 0.0297 | 1.25 | |
| 0.0459 | 1.48 | |
| 0.9249 | 18.11 |
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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