Dimensional US LRG CAP V ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.74% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0000 | 0.00 | |
| 0.8413 | 67.87 | |
| 0.2546 | 18.17 | |
| 1.1730 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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