Dimensional International Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.80% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0147 | 1.48 | |
| 0.6421 | 42.79 | |
| 0.2540 | 17.99 | |
| 0.4669 | 0.44 | |
| 0.5014 | 0.45 | |
| 0.0000 | 0.00 |
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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