The integral given is \( I = \int_{-a}^{a} \left( x^4 - 2x^2 \right) \, dx \).
First, calculate the integral:
\[
I = \int_{-a}^{a} x^4 \, dx - 2 \int_{-a}^{a} x^2 \, dx
\]
The integral of \( x^4 \) is:
\[
\int_{-a}^{a} x^4 \, dx = \left[ \frac{x^5}{5} \right]_{-a}^{a} = \frac{a^5}{5} - \left( -\frac{a^5}{5} \right) = \frac{2a^5}{5}
\]
The integral of \( x^2 \) is:
\[
\int_{-a}^{a} x^2 \, dx = \left[ \frac{x^3}{3} \right]_{-a}^{a} = \frac{a^3}{3} - \left( -\frac{a^3}{3} \right) = \frac{2a^3}{3}
\]
Thus, the integral \( I \) becomes:
\[
I = \frac{2a^5}{5} - 2 \times \frac{2a^3}{3} = \frac{2a^5}{5} - \frac{4a^3}{3}
\]
Now, to find the minimum of \( I \), differentiate \( I \) with respect to \( a \) and set the derivative equal to zero.
\[
\frac{dI}{da} = \frac{10a^4}{5} - \frac{12a^2}{3} = 2a^4 - 4a^2
\]
Set the derivative equal to zero:
\[
2a^4 - 4a^2 = 0 \quad \Rightarrow \quad 2a^2(a^2 - 2) = 0
\]
This gives \( a^2 = 2 \), so \( a = \pm \sqrt{2} \).
Thus, \( I \) is minimum at \( a = \sqrt{2} \).
Hence, the correct answer is option (3).