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	param	t-stat
$ω$	0.0157	15.00
$α$	0.0240	6.39
$β$	0.9057	362.29
$γ$	0.1185	16.69

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DFA International Sustainability Core 1 Portfolio GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.68% (+0.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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