Dimensional Emerging Markets Sustainability Core 1 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.63% (+4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0310 | 16.09 | |
| 0.1265 | 6.65 | |
| 0.7795 | 47.92 | |
| 7.4038 | 1.22 |
Estimation Period:
Nov 2, 2022 to Feb 6, 2026
Nov 2, 2022 to Feb 6, 2026
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