Dimensional US Targeted Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.67% (+1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8827 | 8.81 | |
| 0.0569 | 6.69 | |
| 0.9377 | 110.59 | |
| 7.0052 | 1.22 |
Estimation Period:
Jun 14, 2021 to Feb 6, 2026
Jun 14, 2021 to Feb 6, 2026
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