Dimensional International Small Cap Value ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.39% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0546 | 10.36 | |
| 0.0880 | 10.89 | |
| 0.8832 | 90.27 | |
| 0.7808 | 11.40 | |
| 1.0427 | 10.46 |
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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