Dimensional Ultrsh FX IN ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.24% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.5000 | 2.27 | |
| 0.7345 | 5.70 | |
| -0.5000 | -2.26 | |
| 0.0878 | 0.89 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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