Dimensional World EX US Core Equity 2 ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.23% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0032 | -0.35 | |
| 0.1224 | 11.41 | |
| 0.9501 | 161.28 | |
| -0.1364 | -11.52 |
Estimation Period:
Sep 13, 2021 to Feb 6, 2026
Sep 13, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional World EX US Core Equity 2 ETF Analyses
Other EGARCH Analyses on ETFs