Dimensional US Sustainability Core 1 ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.66% (-2.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0016 | 0.08 | |
| 0.0258 | 3.44 | |
| 0.9638 | 90.49 | |
| -0.1453 | -17.40 |
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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