Dimensional World Equity ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.74% (+3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0553 | 6.78 | |
| 0.1090 | 6.52 | |
| 0.8164 | 37.85 |
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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