Dimensional Global Real Estate ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.08% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1285 | 10.14 | |
| 0.1205 | 1.60 | |
| 0.4268 | 1.10 | |
| -0.0682 | -0.80 |
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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