Dimensional International Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.89% (+3.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7924 | 5.62 | |
| 0.1634 | 1.74 | |
| 0.6146 | 3.93 | |
| -0.9770 | -3.44 | |
| 1.3950 | 3.52 | |
| -0.4863 | -2.72 |
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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