Dimensional Globl Credit ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.26% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.02 | |
| 0.9500 | 378.77 | |
| 0.0891 | 20.72 | |
| 0.0516 | 0.25 | |
| 0.3024 | 0.23 | |
| 0.0000 | 0.00 |
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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