Dimensional International High Profitability ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.87% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.6832 | 37.16 | |
| 0.1960 | 11.47 | |
| 0.6250 | 0.03 | |
| 0.1216 | 0.03 | |
| 0.0000 | 0.00 |
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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