Dimensional World Equity ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.82% (+3.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9424 | 5.76 | |
| 0.1098 | 1.67 | |
| 0.8167 | 9.62 | |
| -0.0059 | -0.08 |
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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