Dimensional US Core Equity Market ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.75% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0356 | 8.86 | |
| 0.0000 | 0.00 | |
| 0.8810 | 141.25 | |
| 0.1789 | 11.26 |
Estimation Period:
Nov 18, 2020 to Feb 13, 2026
Nov 18, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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