Dimensional International Small Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.29% (+2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5236 | 10.07 | |
| 0.1532 | 1.42 | |
| 0.6330 | 4.00 | |
| 0.0728 | 4.53 |
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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