Dimensional International Sustainability Core 1 ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.16% (-1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1324 | 7.07 | |
| 0.0989 | 5.28 | |
| 0.7285 | 21.94 |
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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