Dimensional US Vector EQ ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.37% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0623 | 2.41 | |
| 0.0660 | 5.46 | |
| 0.9482 | 61.56 | |
| 4.1739 | 1.47 |
Estimation Period:
Sep 12, 2024 to Feb 6, 2026
Sep 12, 2024 to Feb 6, 2026
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