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{type} for {date}

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	param	t-stat
$ω$	1.4370	6.82
$α$	0.1127	7.02
$β$	0.8562	53.96
$γ_{1}$	-0.0153	-1.07
$γ_{2}$	0.0482	2.23
$γ_{3}$	-0.0460	-3.96

V-Lab

DFA International Sustainability Core 1 Portfolio Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:17.54% (+2.77%)

Date Range:

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