Dimensional Emerging Markets Core Equity 2 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.71% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0331 | 9.40 | |
| 0.0833 | 7.54 | |
| 0.9163 | 113.38 | |
| 6.9126 | 1.36 |
Estimation Period:
Apr 27, 2022 to Feb 6, 2026
Apr 27, 2022 to Feb 6, 2026
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