Dimensional International Small Cap Value ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.08% (+0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5540 | 8.55 | |
| 0.1563 | 1.30 | |
| 0.6042 | 3.08 | |
| 0.1111 | 2.50 |
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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