Dimensional International Small Cap Value ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.39% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0501 | 8.82 | |
| 0.1296 | 14.27 | |
| 0.7939 | 85.04 | |
| 0.6473 | 17.95 |
Estimation Period:
Mar 24, 2022 to Feb 6, 2026
Mar 24, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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