Dimensional Emerging Markets Sustainability Core 1 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.11% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0587 | 5.20 | |
| 0.3776 | 12.76 | |
| 0.3666 | 17.26 | |
| 0.3028 | 0.35 | |
| 0.2851 | 0.43 | |
| 0.4297 | 0.29 |
Estimation Period:
Nov 2, 2022 to Feb 6, 2026
Nov 2, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional Emerging Markets Sustainability Core 1 ETF Analyses
Other MF2-GARCH Analyses on ETFs