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{type} for {date}

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	param	t-stat
$m$	21
$α$	0.0105	1.36
$β$	0.8115	79.42
$γ$	0.1623	13.03
$λ_{1}$	0.0097	3.35
$λ_{2}$	0.0645	3.30
$λ_{3}$	0.9266	43.61

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DFA International Sustainability Core 1 Portfolio MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:14.59% (-0.34%)

Date Range:

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