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	param	t-stat
$ω$	1.0734	13.79
$α$	0.1012	2.88
$β$	0.6879	6.44
$γ_{1}$	0.0084	0.92

V-Lab

Dimensional US Targeted Value ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:19.84% (-1.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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