Dimensional US Real Estate ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.34% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.00 | |
| 0.7729 | 40.03 | |
| 0.1102 | 10.41 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9993 | 102.62 |
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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