Dimensional US Large Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.17% (+3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7658 | 20.03 | |
| 0.1017 | 10.79 | |
| 0.8668 | 71.70 | |
| 8.5137 | 1.46 |
Estimation Period:
Dec 7, 2022 to Feb 6, 2026
Dec 7, 2022 to Feb 6, 2026
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