Dimensional World Equity ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.72% (+1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7363 | 4.28 | |
| 0.0781 | 5.60 | |
| 0.9431 | 126.39 | |
| 5.6242 | 1.34 |
Estimation Period:
Sep 27, 2023 to Feb 6, 2026
Sep 27, 2023 to Feb 6, 2026
Other Dimensional World Equity ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs