Dimensional US Sustainability Core 1 ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.54% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0765 | 6.05 | |
| 0.0737 | 10.59 | |
| 0.9636 | 177.07 | |
| 6.1423 | 2.30 |
Estimation Period:
Nov 2, 2022 to Feb 6, 2026
Nov 2, 2022 to Feb 6, 2026
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