Dimensional Global Sustainability Fixed Income ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.86% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0006 | 3.16 | |
| 0.0220 | 10.17 | |
| 0.9714 | 371.34 |
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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