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	param	t-stat
$ω$	0.0741	11.75
$α$	0.1585	26.59
$β$	0.8120	133.93
$γ$	0.3763	10.60

V-Lab

Ellington Credit Co AGARCH Volatility Analysis

Volatility Prediction for Tuesday, April 1st, 2025:39.06% (+12.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ellington Credit Co Analyses