Dimensional US Real Estate ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.80% (+0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4808 | 10.49 | |
| 0.0743 | 1.77 | |
| 0.7429 | 5.51 | |
| 0.0660 | 5.10 |
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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