Dimensional Global Core Plus Fixed Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.62% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1647 | 7.87 | |
| 0.0363 | 11.05 | |
| 0.9990 | 828.36 | |
| 7.5859 | 1.74 |
Estimation Period:
Nov 8, 2023 to Feb 6, 2026
Nov 8, 2023 to Feb 6, 2026
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