Dimensional Emerging Markets High Profitability GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.02% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1755 | 11.65 | |
| 0.0975 | 7.47 | |
| 0.9068 | 111.34 | |
| 7.5185 | 1.57 |
Estimation Period:
Apr 27, 2022 to Feb 13, 2026
Apr 27, 2022 to Feb 13, 2026
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