Dimensional International Sustainability Core 1 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.05% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7798 | 13.10 | |
| 0.0692 | 4.44 | |
| 0.8085 | 28.46 | |
| 7.7405 | 0.55 |
Estimation Period:
Nov 2, 2022 to Feb 6, 2026
Nov 2, 2022 to Feb 6, 2026
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