DFA Dimensional US Marketwide Value ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.01% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.7022 | 34.97 | |
| 0.1656 | 17.92 | |
| 0.5958 | 0.20 | |
| 0.2443 | 0.21 | |
| 0.0000 | 0.00 |
Estimation Period:
May 9, 2022 to Feb 6, 2026
May 9, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other DFA Dimensional US Marketwide Value ETF Analyses
Other MF2-GARCH Analyses on ETFs