Dimensional Ultrsh FX IN ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:1.59% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3112 | -7.21 | |
| -0.1606 | -7.94 | |
| 0.9566 | 93.00 | |
| 0.3555 | 10.83 |
Estimation Period:
Sep 27, 2023 to Feb 13, 2026
Sep 27, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional Ultrsh FX IN ETF Analyses
Other EGARCH Analyses on ETFs