Dimensional Emerging Markets Core Equity 2 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.43% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0623 | 8.10 | |
| 0.0271 | 3.78 | |
| 0.8639 | 73.03 | |
| 0.0954 | 4.78 |
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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