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	param	t-stat
$ω$	0.0035	0.02
$α$	-0.0412	-0.03
$β$	0.9930	2,937.96
$γ$	-0.0630	-0.08

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Dimensional US Small Cap Value ETF EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:16.75% (-1.84%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dimensional US Small Cap Value ETF Analyses