Dimensional Globl Credit ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:2.32% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4983 | 4.87 | |
| 0.0477 | 0.85 | |
| 0.5956 | 1.10 | |
| 1.8429 | 0.84 | |
| -0.4651 | -0.15 | |
| -5.1391 | -2.84 | |
| 6.3436 | 5.25 |
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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