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	param	t-stat
$ω$	0.0506	10.15
$α$	0.0250	3.61
$β$	0.8578	113.26
$γ$	0.1570	7.93

V-Lab

Dimensional International Small Cap ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.89% (-0.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dimensional International Small Cap ETF Analyses