Dimensional G E US C F I ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.80% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0142 | -3.54 | |
| 0.0735 | 10.36 | |
| 0.9935 | 336.77 | |
| -0.0570 | -7.19 |
Estimation Period:
Nov 8, 2023 to Feb 6, 2026
Nov 8, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional G E US C F I ETF Analyses
Other EGARCH Analyses on ETFs