Dimensional International Core Equity 2 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.70% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0020 | 5.45 | |
| 0.0557 | 10.05 | |
| 0.9807 | 393.37 | |
| 8.3421 | 1.32 |
Estimation Period:
Mar 23, 2022 to Feb 6, 2026
Mar 23, 2022 to Feb 6, 2026
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