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	param	t-stat
$ω$	0.0230	6.37
$α$	0.0000	0.00
$β$	0.9013	177.11
$γ$	0.1558	9.71

V-Lab

Dimensional US High Profitability ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:14.26% (-0.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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