Dimensional Emerging Markets Core Equity 2 ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.29% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0032 | 0.55 | |
| 0.1251 | 11.59 | |
| 0.9576 | 163.24 | |
| -0.0840 | -7.44 |
Estimation Period:
Apr 27, 2022 to Feb 6, 2026
Apr 27, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional Emerging Markets Core Equity 2 ETF Analyses
Other EGARCH Analyses on ETFs