Dimensional Ultrsh FX IN ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.27% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0017 | 2.12 | |
| 0.6466 | 1.65 | |
| 0.6767 | 8.48 | |
| -0.6466 | -1.64 |
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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