Dimensional Global Core Plus Fixed Income ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.26% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0121 | -1.54 | |
| -0.0393 | -2.91 | |
| 0.9964 | 11,071.03 | |
| -0.0290 | -2.72 |
Estimation Period:
Nov 8, 2023 to Feb 6, 2026
Nov 8, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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