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	param	t-stat
$ω$	0.0069	3.01
$α$	0.1640	24.62
$β$	0.9815	768.63
$γ$	-0.0980	-18.69

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DFA International Sustainability Core 1 Portfolio EGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.59% (+0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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