Dimensional Ultrsh FX IN ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.05% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0382 | 0.20 | |
| 0.0088 | 0.06 | |
| 0.8015 | 1.49 | |
| 2.0496 | 0.37 |
Estimation Period:
Sep 27, 2023 to Feb 6, 2026
Sep 27, 2023 to Feb 6, 2026
Other Dimensional Ultrsh FX IN ETF Analyses
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