Dimensional Emerging Core Equity Market ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.90% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1329 | 9.32 | |
| 0.0709 | 7.77 | |
| 0.9384 | 153.06 | |
| 7.4963 | 1.38 |
Estimation Period:
Dec 2, 2020 to Feb 13, 2026
Dec 2, 2020 to Feb 13, 2026
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