Dimensional US Small Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.34% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7330 | 9.11 | |
| 0.0534 | 7.04 | |
| 0.9569 | 194.77 | |
| 8.2649 | 1.22 |
Estimation Period:
Jun 14, 2021 to Feb 6, 2026
Jun 14, 2021 to Feb 6, 2026
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