Dimensional US High Profitability ETF Asy. MEM Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:14.11% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 13.97 | |
| 0.1037 | 11.16 | |
| 0.7755 | 121.44 | |
| 0.1716 | 8.61 |
Estimation Period:
Feb 24, 2022 to Feb 13, 2026
Feb 24, 2022 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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