Dimensional US High Profitability ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.97% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7940 | 5.12 | |
| 0.0774 | 19.36 | |
| 0.9938 | 917.60 | |
| 8.5428 | 2.43 |
Estimation Period:
Feb 24, 2022 to Feb 13, 2026
Feb 24, 2022 to Feb 13, 2026
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