Dimensional International Core Equity Market ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.09% (+3.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1660 | 6.54 | |
| 0.1324 | 1.71 | |
| 0.5862 | 2.90 | |
| 2.1945 | 4.22 | |
| -3.8800 | -5.00 | |
| 2.4975 | 4.78 | |
| -0.8923 | -1.66 | |
| -0.3567 | -0.33 |
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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