Dimensional US Core Equity Market ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.32% (+3.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1134 | 5.43 | |
| 0.1087 | 2.83 | |
| 0.7488 | 10.20 | |
| 2.7452 | 5.06 | |
| -4.9260 | -6.16 | |
| 3.1740 | 5.75 | |
| -0.7931 | -1.27 | |
| -1.2592 | -0.95 |
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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