Dimensional US LRG CAP V ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.02% (+1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7898 | 4.61 | |
| 0.1250 | 1.85 | |
| 0.7935 | 7.86 | |
| -0.1942 | -0.54 |
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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