Dimensional Global Core Plus Fixed Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.24% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9029 | 4.23 | |
| 0.0099 | 0.64 | |
| 0.9500 | 16.83 | |
| -0.6456 | -2.44 |
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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