Dimensional International Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.32% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0926 | 10.96 | |
| 0.0179 | 2.60 | |
| 0.7851 | 65.24 | |
| 0.2347 | 6.93 |
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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