Dimensional US LRG CAP V ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:10.96% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0416 | 5.29 | |
| 0.0000 | 0.00 | |
| 0.8378 | 48.72 | |
| 0.2163 | 5.91 |
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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