Dimensional G E US C F I ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.49% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0360 | 0.02 | |
| 0.9531 | 0.74 | |
| 0.0217 | 0.00 | |
| 2.9850 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.9824 | 0.02 |
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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