Dimensional Emerging Markets Sustainability Core 1 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.51% (+5.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1414 | 7.53 | |
| 0.1717 | 2.46 | |
| 0.5876 | 4.95 | |
| 0.0661 | 0.73 |
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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