Dimensional Ultrsh FX IN ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.43% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0003 | 2.19 | |
| 0.0000 | 0.00 | |
| 0.9629 | 79.69 | |
| -0.1435 | -9.15 |
Estimation Period:
Sep 27, 2023 to Feb 6, 2026
Sep 27, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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