Dimensional US Large Cap Value ETF Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.49% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0899 | 18.97 | |
| 0.1993 | 13.60 | |
| 0.5723 | 40.07 | |
| 0.1592 | 4.94 |
Estimation Period:
Dec 7, 2022 to Feb 20, 2026
Dec 7, 2022 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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