Dimensional G E US C F I ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.73% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0716 | 4.75 | |
| 0.0000 | 0.00 | |
| 0.9795 | 9.25 | |
| 1.1581 | 0.25 | |
| 0.7697 | 0.11 | |
| -7.2633 | -2.50 | |
| 9.8101 | 2.84 |
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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