Dimensional Ultrsh FX IN ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.23% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1122 | 1.67 | |
| 0.0000 | 0.00 | |
| 0.9744 | 12.27 | |
| -0.0615 | -0.10 |
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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