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	param	t-stat
$ω$	0.0304	6.50
$α$	0.0032	0.69
$β$	0.8978	142.18
$γ$	0.1464	8.56

V-Lab

Dimensional International High Profitability ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.03% (-0.40%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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