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	param	t-stat
$ω$	0.3948	13.38
$α$	0.1042	14.69
$β$	0.6765	39.52
$γ$	0.3994	5.89

V-Lab

Dimensional US Targeted Value ETF AGARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:19.74% (-0.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dimensional US Targeted Value ETF Analyses