Dimensional International Small Cap Value ETF Asy. Power MEM Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.48% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0578 | 13.24 | |
| 0.1105 | 16.98 | |
| 0.8416 | 95.99 | |
| 0.3064 | 11.15 | |
| 1.3139 | 11.88 |
Estimation Period:
Mar 24, 2022 to Feb 13, 2026
Mar 24, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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