Dimensional US Sustainability Core 1 ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.34% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0000 | 0.00 | |
| 0.8619 | 45.83 | |
| 0.1727 | 12.17 | |
| 1.0034 | 0.00 | |
| 0.0000 | 0.00 | |
| 0.0000 | 0.00 |
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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