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	param	t-stat
$ω$	1.4698	9.58
$α$	0.1571	1.31
$β$	0.6098	3.18
$γ_{1}$	0.0660	4.36

V-Lab

Dimensional International Small Cap Value ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.68% (+2.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dimensional International Small Cap Value ETF Analyses