This article questions the common assumption of cold dark matter (DM) by exploring the possibility of a non-zero equation of state (EoS) without relying on any parametric approach. In standard cosmological analyses, DM is typically modeled as pressureless dust with , an assumption that aligns with large-scale structure formation, supports the empirical success of the CDM model, and simplifies cosmological modeling. However, there is no fundamental reason to exclude a non-zero from the cosmological framework. In this work, we explore this possibility through non-parametric and parametric reconstructions based on Gaussian Process Regression. The reconstructions use Hubble parameter measurements from Cosmic Chronometers (CC), the Pantheon+ sample of Type Ia supernovae, and Baryon Acoustic Oscillation (BAO) data from DESI DR1 and DR2. Our findings suggest that a dynamical EoS for DM, although only mildly supported statistically, cannot be conclusively ruled out. Notably, we observe a mild tendency () toward a negative at the present epoch, which is most likely due to inconsistencies between the BAO data from DESI and other datasets.

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