Dimensional US Sustainability Core 1 ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.94% (+2.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9599 | 5.08 | |
| 0.0780 | 1.82 | |
| 0.8691 | 15.84 | |
| 0.0047 | 0.10 |
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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