Dimensional International Small Cap Value ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.64% (+2.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0725 | 9.20 | |
| 0.1218 | 10.33 | |
| 0.8201 | 59.66 |
Estimation Period:
Mar 24, 2022 to Feb 6, 2026
Mar 24, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional International Small Cap Value ETF Analyses
Other GARCH Analyses on ETFs