Dimensional International High Profitability ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.71% (+3.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4612 | 10.21 | |
| 0.1289 | 1.30 | |
| 0.6655 | 3.55 | |
| 0.0674 | 4.28 |
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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