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	param	t-stat
$ω$	0.4843	10.58
$α$	0.1011	11.89
$β$	0.6526	28.25
$γ$	0.2951	3.04

V-Lab

Dimensional US Small Cap Value ETF AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:22.32% (-1.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dimensional US Small Cap Value ETF Analyses