Dimensional Emerging Markets Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.00% (+4.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1622 | 10.46 | |
| 0.1356 | 2.14 | |
| 0.6004 | 4.99 | |
| 0.0277 | 1.71 |
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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