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{type} for {date}

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	param	t-stat
$m$	31
$α$	0.2968	9.30
$β$	0.0000	0.00
$γ$	-0.0665	-1.76
$λ_{1}$	0.5531	0.25
$λ_{2}$	0.1352	0.26
$λ_{3}$	0.5778	0.35

V-Lab

Dimensional US Small Cap Value ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.91% (+10.41%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Dimensional US Small Cap Value ETF Analyses