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	param	t-stat
$ω$	0.1265	9.02
$α$	0.0000	0.00
$β$	0.7402	36.72
$γ$	0.1944	4.55

V-Lab

Dimensional US Large Cap Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:12.68% (-0.51%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dimensional US Large Cap Value ETF Analyses