Dimensional International Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.30% (+2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0736 | 12.23 | |
| 0.1004 | 12.22 | |
| 0.9481 | 198.17 | |
| 9.8731 | 1.66 |
Estimation Period:
Sep 13, 2021 to Feb 6, 2026
Sep 13, 2021 to Feb 6, 2026
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