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	param	t-stat
$ω$	0.0007	2.03
$α$	0.0295	5.05
$β$	0.9712	392.54
$γ$	-0.0169	-1.72

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Dimensional Global Sustainability Fixed Income ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:3.76% (-0.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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