Dimensional International Sustainability Core 1 ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.08% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0106 | -0.37 | |
| 0.0596 | 4.80 | |
| 0.9418 | 65.37 | |
| -0.1282 | -6.40 |
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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