Dimensional US Sustainability Core 1 ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.16% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 6.50 | |
| 0.0000 | 0.00 | |
| 0.8798 | 80.25 | |
| 0.1505 | 6.11 |
Estimation Period:
Nov 2, 2022 to Feb 6, 2026
Nov 2, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional US Sustainability Core 1 ETF Analyses
Other GJR-GARCH Analyses on ETFs