Dimensional US Real Estate ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.78% (+1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5657 | 4.01 | |
| 0.0666 | 5.93 | |
| 0.9726 | 166.48 | |
| 6.6638 | 1.73 |
Estimation Period:
Feb 24, 2022 to Feb 6, 2026
Feb 24, 2022 to Feb 6, 2026
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