Dimensional Global Sustainability Fixed Income ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:3.63% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3800 | 10.40 | |
| 0.0113 | 0.88 | |
| 0.9395 | 9.52 | |
| 0.0120 | 0.14 |
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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