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{type} for {date}

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	param	t-stat
$ω$	1.3550	8.25
$α$	0.1473	2.38
$β$	0.6034	3.75
$γ_{1}$	0.7469	2.79
$γ_{2}$	-1.3151	-2.24

V-Lab

Dimensional US Large Cap Value ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:16.65% (+4.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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