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{type} for {date}

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	param	t-stat
$ω$	0.7373	7.73
$α$	0.0868	2.59
$β$	0.6543	3.88
$γ_{1}$	-0.8042	-3.68
$γ_{2}$	1.2697	3.52
$γ_{3}$	-0.9808	-2.33

V-Lab

Dimensional US Small Cap ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:15.83% (-0.93%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dimensional US Small Cap ETF Analyses