Dimensional US Small Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.64% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0459 | 6.00 | |
| 0.0543 | 5.74 | |
| 0.9420 | 100.05 | |
| 5.9422 | 1.22 |
Estimation Period:
Feb 24, 2022 to Feb 6, 2026
Feb 24, 2022 to Feb 6, 2026
Other Dimensional US Small Cap Value ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs