DFA Dimensional US Marketwide Value ETF Asy. MEM Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.05% (+0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0868 | 19.00 | |
| 0.1767 | 13.54 | |
| 0.5931 | 45.59 | |
| 0.1587 | 5.07 |
Estimation Period:
May 9, 2022 to Feb 6, 2026
May 9, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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