Dimensional World Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.27% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0495 | 6.16 | |
| 0.0000 | 0.00 | |
| 0.8401 | 54.99 | |
| 0.1945 | 4.91 |
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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