Dimensional Global Sustainability Fixed Income ETF APARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:3.60% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.22 | |
| 0.0005 | 0.00 | |
| 0.9940 | 641.28 | |
| -0.9947 | -0.00 | |
| 3.0000 | 13.75 |
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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