Dimensional US High Profitability ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.55% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3508 | 5.43 | |
| 0.0909 | 2.36 | |
| 0.8689 | 20.20 | |
| 0.0577 | 2.07 |
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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