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{type} for {date}

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	param	t-stat
$ω$	1.3901	6.83
$α$	0.1138	6.81
$β$	0.8519	52.24
$γ_{1}$	-0.0238	-1.66
$γ_{2}$	0.0696	3.04
$γ_{3}$	-0.0901	-3.51

V-Lab

DFA International Sustainability Core 1 Portfolio Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:16.65% (+2.97%)

Date Range:

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