Dimensional Emerging Markets Core Equity 2 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.24% (+3.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5633 | 8.08 | |
| 0.1219 | 2.04 | |
| 0.6329 | 5.06 | |
| 0.3319 | 2.91 | |
| -0.3662 | -2.49 |
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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