Dimensional US Targeted Value ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.49% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3690 | 9.28 | |
| 0.1040 | 12.39 | |
| 0.6995 | 28.22 |
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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