Dimensional US Core Equity Market ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.06% (+3.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0068 | 5.89 | |
| 0.0989 | 3.88 | |
| 0.8669 | 27.42 | |
| 0.0022 | 0.17 |
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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