Dimensional International High Profitability ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.89% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 0.20 | |
| 0.0872 | 9.45 | |
| 0.9772 | 198.42 | |
| -0.1136 | -10.01 |
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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