Dimensional US Equity Market ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.62% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0000 | 0.00 | |
| 0.8721 | 106.75 | |
| 0.1603 | 22.12 | |
| 0.1400 | 0.28 | |
| 0.1794 | 0.27 | |
| 0.6834 | 0.59 |
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 MF2-GARCH Analyses on ETFs