Dimensional International High Profitability ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.93% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0065 | 1.66 | |
| 0.0790 | 14.89 | |
| 0.8724 | 154.46 | |
| 0.7487 | 19.45 |
Estimation Period:
Mar 23, 2022 to Feb 6, 2026
Mar 23, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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