Dimensional International Core Equity Market ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.72% (+1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9017 | 8.54 | |
| 0.0612 | 8.53 | |
| 0.9666 | 312.31 | |
| 9.1339 | 1.28 |
Estimation Period:
Nov 18, 2020 to Feb 6, 2026
Nov 18, 2020 to Feb 6, 2026
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