Dimensional International Core Equity 2 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.68% (+3.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4773 | 9.75 | |
| 0.1545 | 1.35 | |
| 0.6301 | 3.48 | |
| 0.0678 | 4.38 |
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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