Dimensional World EX US Core Equity 2 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.64% (+3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2543 | 9.20 | |
| 0.1239 | 2.05 | |
| 0.7616 | 9.10 | |
| 0.0299 | 2.47 |
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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