Dimensional International Value ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.28% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0574 | 10.33 | |
| 0.1337 | 15.55 | |
| 0.7727 | 81.90 | |
| 0.6304 | 20.15 |
Estimation Period:
Sep 13, 2021 to Feb 6, 2026
Sep 13, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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