Dimensional G E US C F I ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.43% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0756 | 4.86 | |
| 0.0000 | 0.00 | |
| 0.9813 | 8.66 | |
| 1.4256 | 0.26 | |
| 0.2258 | 0.03 | |
| -6.4660 | -2.32 | |
| 7.8418 | 6.37 |
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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