Dimensional International Core Equity 2 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.26% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.6136 | 36.01 | |
| 0.2328 | 13.02 | |
| 0.5629 | 0.07 | |
| 0.2203 | 0.07 | |
| 0.0000 | 0.00 |
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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