Dimensional International Core Equity 2 ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.14% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0481 | 11.01 | |
| 0.1096 | 13.63 | |
| 0.8452 | 97.84 |
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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