Dimensional US Real Estate ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.26% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0267 | 4.97 | |
| 0.0110 | 2.61 | |
| 0.9412 | 176.56 | |
| 0.0561 | 4.58 |
Estimation Period:
Feb 24, 2022 to Feb 6, 2026
Feb 24, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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