Dimensional US Small Cap ETF APARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.53% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0488 | 7.24 | |
| 0.0364 | 0.63 | |
| 0.9309 | 134.24 | |
| 1.0000 | 0.41 | |
| 1.2866 | 11.09 |
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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