Dimensional US Core Equity 2 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.59% (+3.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6197 | 4.16 | |
| 0.0933 | 2.48 | |
| 0.8293 | 12.65 | |
| -1.2091 | -3.60 | |
| 1.7092 | 3.75 | |
| -0.6084 | -3.03 |
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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