Dimensional Ultrsh FX IN ETF APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.19% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0080 | 1.15 | |
| 0.0729 | 3.78 | |
| 0.9271 | 67.72 | |
| -1.0000 | -322.16 | |
| 0.5547 | 3.42 |
Estimation Period:
Sep 27, 2023 to Feb 6, 2026
Sep 27, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional Ultrsh FX IN ETF Analyses
Other APARCH Analyses on ETFs