Dimensional US Core Equity Market ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.15% (+2.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0445 | 7.40 | |
| 0.0841 | 12.89 | |
| 0.9723 | 242.72 | |
| 7.9695 | 2.54 |
Estimation Period:
Nov 18, 2020 to Feb 6, 2026
Nov 18, 2020 to Feb 6, 2026
Other Dimensional US Core Equity Market ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs