Dimensional Emerging Markets Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.60% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1512 | 11.71 | |
| 0.0455 | 3.85 | |
| 0.7275 | 36.20 | |
| 0.1330 | 4.74 |
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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