Dimensional US Sustainability Core 1 ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.68% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0074 | 0.75 | |
| 0.0862 | 14.29 | |
| 0.8018 | 114.61 | |
| 1.1062 | 15.27 |
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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