Dimensional Global Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.75% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1214 | 4.85 | |
| 0.0216 | 2.40 | |
| 0.8085 | 27.86 | |
| 0.0831 | 2.46 |
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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