Dimensional US High Profitability ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.22% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8623 | 95.16 | |
| 0.1631 | 19.80 | |
| 0.6084 | 0.12 | |
| 0.1349 | 0.11 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 24, 2022 to Feb 6, 2026
Feb 24, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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