Dimensional World EX US Core Equity 2 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.17% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0635 | 10.25 | |
| 0.0106 | 1.71 | |
| 0.8310 | 81.12 | |
| 0.1917 | 7.52 |
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 GJR-GARCH Analyses on ETFs