Dimensional US Core EQ 1 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.89% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0471 | 5.99 | |
| 0.0000 | 0.00 | |
| 0.8573 | 58.91 | |
| 0.1799 | 5.97 |
Estimation Period:
Sep 13, 2023 to Feb 6, 2026
Sep 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional US Core EQ 1 ETF Analyses
Other GJR-GARCH Analyses on ETFs