Dimensional Globl Credit ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.20% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0165 | -0.06 | |
| -0.0459 | -0.12 | |
| 0.9933 | 902.21 | |
| -0.0599 | -0.26 |
Estimation Period:
Nov 8, 2023 to Feb 6, 2026
Nov 8, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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