Dimensional World Equity ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.69% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.00 | |
| 0.8176 | 69.12 | |
| 0.2691 | 21.28 | |
| 0.0148 | 0.12 | |
| 0.0000 | 0.00 | |
| 0.9853 | 6.74 |
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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