Dimensional International Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.75% (+3.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7682 | 5.61 | |
| 0.1633 | 1.84 | |
| 0.6049 | 3.79 | |
| -1.1023 | -3.66 | |
| 1.6846 | 3.64 | |
| -1.0655 | -2.22 |
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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