Dimensional US Vector EQ ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.99% (+4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7749 | 2.70 | |
| 0.2202 | 1.67 | |
| 0.0000 | 0.00 | |
| -10.1833 | -0.36 | |
| 41.4758 | 0.99 | |
| -82.7662 | -2.58 | |
| 88.7054 | 2.89 | |
| -53.8511 | -2.33 | |
| 22.5528 | 1.52 |
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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