Dimensional US Vector EQ ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.95% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0556 | 4.16 | |
| 0.0000 | 0.00 | |
| 0.8511 | 59.74 | |
| 0.2282 | 5.74 |
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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