Dimensional US Core Equity 2 ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.82% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 8.65 | |
| 0.0934 | 12.57 | |
| 0.8744 | 103.75 |
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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