Dimensional International Small Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.87% (+1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1971 | 5.32 | |
| 0.0557 | 12.12 | |
| 0.9845 | 437.54 | |
| 8.5192 | 1.48 |
Estimation Period:
Mar 23, 2022 to Feb 6, 2026
Mar 23, 2022 to Feb 6, 2026
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