Dimensional Globl Credit ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.56% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 2.88 | |
| 0.0430 | 10.41 | |
| 0.9519 | 230.59 |
Estimation Period:
Nov 8, 2023 to Feb 6, 2026
Nov 8, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional Globl Credit ETF Analyses
Other GARCH Analyses on ETFs