Dimensional International Small Cap Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.88% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0179 | 2.20 | |
| 0.5910 | 40.75 | |
| 0.2387 | 13.11 | |
| 0.7285 | 0.06 | |
| 0.1889 | 0.06 | |
| 0.0000 | 0.00 |
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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