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	param	t-stat
$ω$	0.0845	10.53
$α$	0.0978	8.97
$β$	0.7539	42.79
$γ$	0.5838	13.46

V-Lab

Dimensional US Large Cap Value ETF AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.57% (+2.82%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dimensional US Large Cap Value ETF Analyses