Dimensional Ultrsh FX IN ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.32% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2475 | 1.82 | |
| 0.0000 | 0.00 | |
| 0.9807 | 17.73 | |
| 0.0796 | 0.44 |
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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