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	param	t-stat
$ω$	1.4734	5.25
$α$	0.0816	1.64
$β$	0.8234	10.05
$γ_{1}$	0.8439	2.65
$γ_{2}$	-1.4066	-2.18

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Dimensional US Sustainability Core 1 ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:15.32% (+3.03%)

Date Range:

Parameter Estimates

News Impact Curve

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