Dimensional Emerging Markets Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.59% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9325 | 14.54 | |
| 0.0971 | 6.55 | |
| 0.8199 | 55.02 | |
| 7.1870 | 1.04 |
Estimation Period:
Apr 28, 2022 to Feb 6, 2026
Apr 28, 2022 to Feb 6, 2026
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