Dimensional International Core Equity 2 ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.15% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 0.41 | |
| 0.1210 | 10.76 | |
| 0.9687 | 205.19 | |
| -0.1166 | -9.20 |
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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