Dimensional International Core Equity 2 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.09% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5820 | 8.84 | |
| 0.1500 | 1.31 | |
| 0.6246 | 3.28 | |
| 0.1242 | 2.93 |
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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