Dimensional US Core Equity 2 ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.01% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0034 | 0.26 | |
| 0.0219 | 4.19 | |
| 0.9792 | 162.90 | |
| -0.1416 | -26.91 |
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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