Dimensional US Core Equity Market ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.25% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.8931 | 169.79 | |
| 0.1626 | 21.33 | |
| 1.2769 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Nov 18, 2020 to Feb 6, 2026
Nov 18, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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