DFA Dimensional US Marketwide Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.10% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1350 | 7.55 | |
| 0.0800 | 13.87 | |
| 0.9684 | 243.31 | |
| 7.5005 | 2.18 |
Estimation Period:
May 9, 2022 to Feb 6, 2026
May 9, 2022 to Feb 6, 2026
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