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	param	t-stat
$ω$	0.1504	8.63
$α$	0.1415	9.15
$β$	0.6635	21.32

V-Lab

Dimensional US Large Cap Value ETF GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:13.73% (-0.36%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dimensional US Large Cap Value ETF Analyses