Dimensional World Equity ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.11% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0506 | 8.63 | |
| 0.0655 | 0.01 | |
| 0.8547 | 47.04 | |
| 1.0000 | 0.01 | |
| 1.6030 | 8.05 |
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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