Dimensional Globl Credit ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.44% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0002 | 0.86 | |
| 0.0000 | 0.00 | |
| 0.9688 | 283.95 | |
| 0.0540 | 6.13 |
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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