Dimensional Global Real Estate ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.03% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9579 | 10.16 | |
| 0.0762 | 4.59 | |
| 0.8515 | 42.57 | |
| 6.4882 | 0.98 |
Estimation Period:
Dec 7, 2022 to Feb 6, 2026
Dec 7, 2022 to Feb 6, 2026
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