Dimensional Emerging Markets Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.78% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0118 | 1.17 | |
| 0.4167 | 14.90 | |
| 0.2968 | 14.74 | |
| 0.3563 | 0.22 | |
| 0.1769 | 0.24 | |
| 0.4102 | 0.16 |
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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