Dimensional International Sustainability Core 1 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.02% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0774 | 8.32 | |
| 0.0000 | 0.00 | |
| 0.8321 | 52.64 | |
| 0.1386 | 4.60 |
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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