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{type} for {date}

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	param	t-stat
$m$	31
$α$	0.1795	3.63
$β$	0.0000	0.00
$γ$	-0.0094	-0.33
$λ_{1}$	0.6299	0.20
$λ_{2}$	0.2960	0.22
$λ_{3}$	0.3637	0.12

V-Lab

Dimensional US Targeted Value ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:24.35% (+6.07%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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