Dimensional US Equity Market ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.36% (+2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0633 | 7.18 | |
| 0.0801 | 12.91 | |
| 0.9760 | 273.23 | |
| 7.9861 | 2.57 |
Estimation Period:
Jun 14, 2021 to Feb 6, 2026
Jun 14, 2021 to Feb 6, 2026
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