Dimensional Emerging Markets Core Equity 2 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.10% (+3.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3997 | 8.41 | |
| 0.1263 | 2.04 | |
| 0.6595 | 5.61 | |
| 0.1382 | 2.48 |
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 Spline-GARCH Analyses on ETFs