Dimensional International Value ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.00% (+3.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0927 | 10.77 | |
| 0.1606 | 11.26 | |
| 0.7576 | 43.01 |
Estimation Period:
Sep 13, 2021 to Feb 6, 2026
Sep 13, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional International Value ETF Analyses
Other GARCH Analyses on ETFs