Dimensional Emerging Markets Value ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.24% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1533 | 16.35 | |
| 0.1287 | 13.43 | |
| 0.6657 | 45.54 | |
| 0.5934 | 12.00 |
Estimation Period:
Apr 28, 2022 to Feb 6, 2026
Apr 28, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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