Dimensional International Sustainability Core 1 ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.74% (+2.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0683 | 7.00 | |
| 0.1094 | 1.10 | |
| 0.6976 | 4.00 | |
| 0.0045 | 0.05 |
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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