Dimensional Global Real Estate ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.53% (+1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2600 | 11.77 | |
| 0.1188 | 1.55 | |
| 0.4466 | 1.23 | |
| 0.0589 | 3.22 |
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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