Dimensional World EX US Core Equity 2 ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.06% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0295 | 6.11 | |
| 0.1100 | 17.44 | |
| 0.8001 | 105.78 | |
| 0.7456 | 21.02 |
Estimation Period:
Sep 13, 2021 to Feb 6, 2026
Sep 13, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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