DFA International Sustainability Core 1 Portfolio GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.56% (+0.85%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 17.37 | |
| 0.1057 | 30.26 | |
| 0.8846 | 281.00 |
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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