Dimensional World Equity ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.85% (+2.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0111 | -0.45 | |
| 0.0789 | 4.87 | |
| 0.9422 | 70.67 | |
| -0.1727 | -8.92 |
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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