Dimensional EMG MKT EX CH EQ GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.10% (+3.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8653 | 8.93 | |
| 0.1324 | 4.89 | |
| 0.7242 | 19.22 | |
| 6.1215 | 0.98 |
Estimation Period:
Nov 14, 2024 to Feb 6, 2026
Nov 14, 2024 to Feb 6, 2026
Other Dimensional EMG MKT EX CH EQ Analyses
Other GAS-GARCH Student T Analyses on ETFs