Dimensional US LRG CAP V ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.06% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0009 | -0.10 | |
| 0.0849 | 9.97 | |
| 0.8457 | 56.81 | |
| 0.7993 | 16.16 |
Estimation Period:
Nov 2, 2023 to Feb 6, 2026
Nov 2, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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