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{type} for {date}

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	param	t-stat
$ω$	1.8467	8.20
$α$	0.1389	2.70
$β$	0.6187	4.50
$γ_{1}$	0.5812	3.23
$γ_{2}$	-0.8099	-2.17

V-Lab

DFA Dimensional US Marketwide Value ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.80% (+5.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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