Dimensional World EX US Core Equity 2 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.41% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8197 | 5.82 | |
| 0.1192 | 1.65 | |
| 0.6603 | 4.26 | |
| -0.9891 | -3.32 | |
| 1.5521 | 3.31 | |
| -1.0370 | -1.99 |
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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