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	param	t-stat
$ω$	-0.0221	-5.79
$α$	0.2698	19.54
$β$	0.9359	172.61
$γ$	0.0333	3.06

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iMGP DBi Managed Futures Strategy ETF EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:20.12% (-2.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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