Dimensional International Value ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.87% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0059 | 0.64 | |
| 0.1764 | 13.22 | |
| 0.9309 | 149.25 | |
| -0.1604 | -11.06 |
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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