Dimensional US Core EQ 1 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.35% (+4.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8749 | 4.77 | |
| 0.1067 | 1.85 | |
| 0.8240 | 9.84 | |
| -0.0822 | -0.26 |
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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