Dimensional US Equity Market ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.79% (+2.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5460 | 3.77 | |
| 0.0966 | 2.52 | |
| 0.8255 | 12.20 | |
| -1.3672 | -3.73 | |
| 1.9093 | 3.90 | |
| -0.6601 | -3.33 |
Estimation Period:
Jun 14, 2021 to Feb 6, 2026
Jun 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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