Dimensional US Targeted Value ETF Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.97% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0696 | 14.89 | |
| 0.1259 | 13.89 | |
| 0.7898 | 108.30 | |
| 0.0829 | 3.84 |
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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