Dimensional US Targeted Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.38% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1782 | 8.61 | |
| 0.0000 | 0.00 | |
| 0.8496 | 72.46 | |
| 0.1144 | 5.97 |
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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