Dimensional World EX US Core Equity 2 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.99% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 1.0000 | 9,999,900.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 | |
| 0.5068 | 16.29 | |
| 0.4029 | 21.80 | |
| 0.0000 | 0.00 |
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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