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	param	t-stat
$ω$	0.0377	19.70
$α$	0.2526	49.81
$β$	0.9807	1,035.61
$γ$	-0.0784	-13.89

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Chimera Investment Corp EGARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:34.02% (-1.66%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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