Dimensional Global Core Plus Fixed Income ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.48% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0001 | 0.18 | |
| 0.0000 | 0.00 | |
| 0.9777 | 226.58 | |
| 0.0371 | 4.86 |
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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