Dimensional Global Real Estate ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.28% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0004 | 0.06 | |
| 0.0502 | 6.46 | |
| 0.9867 | 228.66 | |
| -0.0501 | -5.86 |
Estimation Period:
Dec 7, 2022 to Feb 6, 2026
Dec 7, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional Global Real Estate ETF Analyses
Other EGARCH Analyses on ETFs