Dimensional US Small Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.91% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.8050 | 18.98 | |
| 0.1010 | 8.47 | |
| 0.5300 | 0.13 | |
| 0.1464 | 0.11 | |
| 0.5337 | 0.14 |
Estimation Period:
Jun 14, 2021 to Feb 6, 2026
Jun 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional US Small Cap ETF Analyses
Other MF2-GARCH Analyses on ETFs