Dimensional Global Real Estate ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.10% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0653 | 3.42 | |
| 0.3481 | 4.15 | |
| 0.1308 | 4.32 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9994 | 30.88 |
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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