Dimensional US High Profitability ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.91% (+4.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6317 | 5.88 | |
| 0.0911 | 2.20 | |
| 0.8585 | 16.59 | |
| 0.1759 | 2.56 |
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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