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	param	t-stat
$ω$	0.1254	11.18
$α$	0.0721	14.09
$β$	0.8451	92.81
$γ$	0.5235	10.77

V-Lab

Dimensional US Small Cap ETF AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:19.80% (-0.77%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dimensional US Small Cap ETF Analyses