Dimensional G E US C F I ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.70% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1541 | 7.75 | |
| 0.0436 | 16.58 | |
| 0.9990 | 750.00 | |
| 7.2270 | 2.35 |
Estimation Period:
Nov 8, 2023 to Feb 6, 2026
Nov 8, 2023 to Feb 6, 2026
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