Dimensional Emerging Markets Sustainability Core 1 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.25% (+2.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2712 | 12.48 | |
| 0.0897 | 5.42 | |
| 0.5554 | 18.83 | |
| 0.1956 | 3.78 |
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 GJR-GARCH Analyses on ETFs