Dimensional US Vector EQ ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:12.03% (-6.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7614 | 2.66 | |
| 0.2007 | 1.61 | |
| 0.0000 | 0.00 | |
| -11.5779 | -0.40 | |
| 43.6676 | 1.03 | |
| -84.6639 | -2.63 | |
| 91.9953 | 2.98 | |
| -60.5052 | -2.43 | |
| 38.4362 | 1.35 |
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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