Dimensional US Vector EQ ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.23% (-3.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 111 | ||
| 0.0000 | 0.01 | |
| 0.4086 | 28.22 | |
| 0.5000 | 37.57 | |
| 0.7751 | 2.30 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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