Dimensional US Sustainability Core 1 ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.23% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0490 | 7.31 | |
| 0.0754 | 6.86 | |
| 0.8699 | 60.44 |
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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