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	param	t-stat
$ω$	0.0373	14.19
$α$	0.1864	12.17
$β$	0.7988	89.09
$γ$	-0.0624	-2.99

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iMGP DBi Managed Futures Strategy ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.22% (+8.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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