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	param	t-stat
$ω$	1.0777	11.16
$α$	0.0675	2.37
$β$	0.8515	15.25
$γ_{1}$	0.0090	0.85

V-Lab

Dimensional US Small Cap ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:21.23% (+3.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dimensional US Small Cap ETF Analyses