Dimensional Global Real Estate ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.87% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0521 | 7.96 | |
| 0.0475 | 8.51 | |
| 0.8845 | 87.27 | |
| 0.4914 | 7.02 |
Estimation Period:
Dec 7, 2022 to Feb 6, 2026
Dec 7, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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