Dimensional US LRG CAP V ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.46% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8440 | 5.42 | |
| 0.1265 | 1.92 | |
| 0.7971 | 8.10 | |
| -0.0579 | -0.77 |
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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