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	param	t-stat
$ω$	0.0763	9.14
$α$	0.0336	3.76
$β$	0.8234	66.05
$γ$	0.1724	5.38

V-Lab

Dimensional International Small Cap Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:18.60% (-0.34%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dimensional International Small Cap Value ETF Analyses