Dimensional US Core Equity 2 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.75% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1183 | 7.04 | |
| 0.0761 | 13.01 | |
| 0.9767 | 274.06 | |
| 8.1245 | 2.46 |
Estimation Period:
Jun 14, 2021 to Feb 6, 2026
Jun 14, 2021 to Feb 6, 2026
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