Dimensional Emerging Markets Value ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.41% (+3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1772 | 10.53 | |
| 0.1286 | 10.29 | |
| 0.6818 | 27.84 |
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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