Dimensional Global Sustainability Fixed Income ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.27% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2057 | 9.73 | |
| 0.0329 | 16.81 | |
| 0.9990 | 2,671.12 | |
| 10.6890 | 2.34 |
Estimation Period:
Nov 16, 2022 to Feb 6, 2026
Nov 16, 2022 to Feb 6, 2026
Other Dimensional Global Sustainability Fixed Income ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs