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	param	t-stat
$ω$	0.0935	15.76
$α$	0.0960	9.56
$β$	0.8069	112.69
$γ$	0.1396	8.61

V-Lab

Ellington Credit Co GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 1st, 2025:62.83% (+35.46%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ellington Credit Co Analyses