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	param	t-stat
$ω$	0.1739	6.77
$α$	0.0000	0.00
$β$	0.8683	65.30
$γ$	0.0931	4.60

V-Lab

Dimensional US Small Cap Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:19.60% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dimensional US Small Cap Value ETF Analyses