Dimensional Global Core Plus Fixed Income ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.40% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.00 | |
| 0.9852 | 69.52 | |
| 0.0296 | 0.36 | |
| 0.0000 | 0.00 | |
| 0.0773 | 0.57 | |
| 0.8950 | 4.75 |
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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