Dimensional US Core Equity 2 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.16% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 7.20 | |
| 0.0000 | 0.00 | |
| 0.8919 | 151.53 | |
| 0.1621 | 10.32 |
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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