Dimensional US Sustainability Core 1 ETF APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.36% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0448 | 8.90 | |
| 0.0484 | 0.00 | |
| 0.8845 | 75.43 | |
| 1.0000 | 0.00 | |
| 1.7091 | 11.55 |
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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