Dimensional Emerging Markets Core Equity 2 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.76% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0085 | 0.95 | |
| 0.4706 | 15.67 | |
| 0.2643 | 14.14 | |
| 0.3450 | 0.20 | |
| 0.1910 | 0.21 | |
| 0.4124 | 0.14 |
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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