Dimensional US Real Estate ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.16% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0054 | 0.83 | |
| 0.0670 | 10.15 | |
| 0.9867 | 310.58 | |
| -0.0547 | -8.38 |
Estimation Period:
Feb 24, 2022 to Feb 6, 2026
Feb 24, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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