Dimensional World Equity ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.46% (+0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 2.89 | |
| 0.0942 | 10.37 | |
| 0.8213 | 64.74 | |
| 0.7293 | 19.00 |
Estimation Period:
Sep 27, 2023 to Feb 6, 2026
Sep 27, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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