Dimensional International High Profitability ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.14% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5640 | 9.12 | |
| 0.1247 | 1.27 | |
| 0.6621 | 3.39 | |
| 0.1220 | 2.95 |
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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