Dimensional Emerging Markets Core Equity 2 ETF APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.58% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0520 | 8.11 | |
| 0.0675 | 8.57 | |
| 0.8861 | 86.85 | |
| 0.5059 | 7.72 | |
| 1.5269 | 9.00 |
Estimation Period:
Apr 27, 2022 to Feb 6, 2026
Apr 27, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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