Dimensional US Equity Market ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.62% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 8.30 | |
| 0.0000 | 0.00 | |
| 0.8874 | 145.49 | |
| 0.1755 | 11.18 |
Estimation Period:
Jun 14, 2021 to Feb 6, 2026
Jun 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional US Equity Market ETF Analyses
Other GJR-GARCH Analyses on ETFs