Dimensional US LRG CAP V ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.01% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0502 | 5.48 | |
| 0.1200 | 7.18 | |
| 0.8062 | 32.55 |
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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