Dimensional US Large Cap Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.94% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.6404 | 20.71 | |
| 0.2122 | 13.42 | |
| 0.5224 | 0.16 | |
| 0.2985 | 0.20 | |
| 0.0000 | 0.00 |
Estimation Period:
Dec 7, 2022 to Feb 6, 2026
Dec 7, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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