Dimensional International Small Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.30% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 6.41 | |
| 0.1178 | 16.83 | |
| 0.8226 | 119.54 | |
| 0.6252 | 16.57 |
Estimation Period:
Mar 23, 2022 to Feb 13, 2026
Mar 23, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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