Dimensional US Vector EQ ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.18% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0159 | -1.30 | |
| 0.0976 | 10.61 | |
| 0.8499 | 60.80 | |
| 0.9455 | 22.46 |
Estimation Period:
Sep 12, 2024 to Feb 6, 2026
Sep 12, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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