Dimensional Emerging Markets Sustainability Core 1 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.11% (+5.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1003 | 9.52 | |
| 0.1708 | 2.44 | |
| 0.5852 | 4.87 | |
| 0.0263 | 1.14 |
Estimation Period:
Nov 2, 2022 to Feb 6, 2026
Nov 2, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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