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	param	t-stat
$ω$	0.0481	7.33
$α$	0.0000	0.00
$β$	0.8884	118.44
$γ$	0.1307	7.22

V-Lab

DFA Dimensional US Marketwide Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:12.53% (-0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other DFA Dimensional US Marketwide Value ETF Analyses