DFA International Sustainability Core 1 Portfolio APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.50% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0187 | 22.52 | |
| 0.0847 | 22.34 | |
| 0.9153 | 291.79 | |
| 0.6152 | 14.24 | |
| 1.1671 | 30.18 |
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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