Dimensional G E US C F I ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.93% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0007 | 4.21 | |
| 0.0427 | 11.89 | |
| 0.9489 | 273.86 |
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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