Dimensional G E US C F I ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:5.19% (+2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0005 | 2.49 | |
| 0.0454 | 12.71 | |
| 0.9474 | 276.44 | |
| -0.0484 | -1.90 |
Estimation Period:
Nov 8, 2023 to Feb 6, 2026
Nov 8, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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