Dimensional Emerging Markets Core Equity 2 ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.04% (+3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0842 | 7.93 | |
| 0.1006 | 10.60 | |
| 0.8164 | 48.70 |
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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