Dimensional International High Profitability ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.17% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0107 | 4.99 | |
| 0.0498 | 9.89 | |
| 0.9833 | 446.77 | |
| 8.0021 | 1.36 |
Estimation Period:
Mar 23, 2022 to Feb 6, 2026
Mar 23, 2022 to Feb 6, 2026
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