Dimensional International Small Cap ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.09% (+1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 11.03 | |
| 0.0926 | 15.63 | |
| 0.8766 | 140.07 |
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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