Dimensional US Core EQ 1 ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.69% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0003 | -0.04 | |
| -0.0793 | -17.46 | |
| 0.9775 | 254.42 | |
| -0.1767 | -22.85 |
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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