Dimensional International Small Cap ETF APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.83% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 9.86 | |
| 0.0718 | 11.32 | |
| 0.9148 | 136.38 | |
| 0.8718 | 11.89 | |
| 0.9759 | 11.97 |
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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