Dimensional Emerging Markets Sustainability Core 1 ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.35% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0050 | 0.63 | |
| 0.2978 | 13.10 | |
| 0.8168 | 45.18 | |
| -0.1067 | -5.21 |
Estimation Period:
Nov 2, 2022 to Feb 6, 2026
Nov 2, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional Emerging Markets Sustainability Core 1 ETF Analyses
Other EGARCH Analyses on ETFs