DFA International Sustainability Core 1 Portfolio GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.33% (+1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2015 | 4.44 | |
| 0.0901 | 37.43 | |
| 0.9941 | 795.91 | |
| 7.3980 | 6.45 |
Estimation Period:
Mar 13, 2008 to Feb 6, 2026
Mar 13, 2008 to Feb 6, 2026
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