Dimensional Global Real Estate ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.45% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 4.94 | |
| 0.0316 | 7.20 | |
| 0.9567 | 162.46 | |
| 0.7811 | 5.76 | |
| 1.1369 | 8.63 |
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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