Dimensional International Small Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.81% (+2.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6324 | 8.95 | |
| 0.1509 | 1.39 | |
| 0.6230 | 3.72 | |
| 0.1285 | 2.80 |
Estimation Period:
Mar 23, 2022 to Feb 6, 2026
Mar 23, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional International Small Cap ETF Analyses
Other Spline-GARCH Analyses on ETFs