Dimensional US Core Equity 2 ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.09% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 0.29 | |
| 0.0911 | 20.47 | |
| 0.8669 | 139.77 | |
| 0.7521 | 19.52 |
Estimation Period:
Jun 14, 2021 to Feb 6, 2026
Jun 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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