Dimensional US Core EQ 1 ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.75% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0587 | 5.79 | |
| 0.1047 | 7.15 | |
| 0.8262 | 38.52 |
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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