Dimensional US Core EQ 1 ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.68% (+1.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 3.13 | |
| 0.0983 | 11.43 | |
| 0.8263 | 59.21 | |
| 0.7073 | 17.97 |
Estimation Period:
Sep 13, 2023 to Feb 6, 2026
Sep 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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