Dimensional World EX US Core Equity 2 ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.05% (+3.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 10.34 | |
| 0.1150 | 11.83 | |
| 0.8158 | 65.60 |
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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