DFA Dimensional US Marketwide Value ETF APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.29% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0457 | 10.78 | |
| 0.0370 | 0.00 | |
| 0.8948 | 99.47 | |
| 1.0000 | 0.00 | |
| 1.8264 | 11.95 |
Estimation Period:
May 9, 2022 to Feb 13, 2026
May 9, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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