Dimensional International Sustainability Core 1 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.96% (+2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0900 | 9.54 | |
| 0.1093 | 1.09 | |
| 0.6965 | 3.93 | |
| 0.0269 | 1.12 |
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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