DFA International Sustainability Core 1 Portfolio AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.17% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0011 | 0.65 | |
| 0.1040 | 35.79 | |
| 0.8797 | 379.03 | |
| 0.5033 | 22.45 |
Estimation Period:
Mar 13, 2008 to Feb 6, 2026
Mar 13, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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