Dimensional International Sustainability Core 1 ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:11.83% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0136 | 1.14 | |
| 0.0560 | 6.97 | |
| 0.7820 | 106.97 | |
| 1.4484 | 10.37 |
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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