Dimensional International Small Cap Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.28% (+1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2038 | 5.63 | |
| 0.0521 | 11.13 | |
| 0.9817 | 356.35 | |
| 8.4230 | 1.39 |
Estimation Period:
Mar 24, 2022 to Feb 6, 2026
Mar 24, 2022 to Feb 6, 2026
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