Dimensional Global Real Estate ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.89% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1181 | 4.98 | |
| 0.0702 | 6.79 | |
| 0.8062 | 25.05 |
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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