Dimensional Globl Credit ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.65% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2025 | 7.30 | |
| 0.0481 | 15.00 | |
| 0.9990 | 968.96 | |
| 20.2985 | 0.38 |
Estimation Period:
Nov 8, 2023 to Feb 6, 2026
Nov 8, 2023 to Feb 6, 2026
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