Dimensional International Core Equity 2 ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.79% (+0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0230 | 5.33 | |
| 0.1043 | 14.92 | |
| 0.8370 | 121.60 | |
| 0.6397 | 17.79 |
Estimation Period:
Mar 23, 2022 to Feb 6, 2026
Mar 23, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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