Dimensional Global Sustainability Fixed Income ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:4.20% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0014 | 3.84 | |
| 0.0375 | 13.50 | |
| 0.9470 | 222.45 | |
| -0.0968 | -3.39 |
Estimation Period:
Nov 16, 2022 to Feb 6, 2026
Nov 16, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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