Dimensional US LRG CAP V ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.12% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6559 | 5.51 | |
| 0.0805 | 7.74 | |
| 0.9453 | 132.94 | |
| 5.3108 | 2.14 |
Estimation Period:
Nov 2, 2023 to Feb 6, 2026
Nov 2, 2023 to Feb 6, 2026
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