Dimensional Emerging Markets Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.66% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2393 | 8.88 | |
| 0.1380 | 2.14 | |
| 0.5865 | 4.76 | |
| 0.0791 | 1.51 |
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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