Dimensional World EX US Core Equity 2 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.31% (+1.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9223 | 6.75 | |
| 0.0603 | 9.43 | |
| 0.9702 | 279.26 | |
| 7.9396 | 1.48 |
Estimation Period:
Sep 13, 2021 to Feb 6, 2026
Sep 13, 2021 to Feb 6, 2026
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