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	param	t-stat
$ω$	1.7600	3.95
$α$	0.1820	6.15
$β$	0.7386	20.07
$γ_{1}$	0.7732	4.15
$γ_{2}$	-1.1281	-4.03
$γ_{3}$	0.5806	2.55
$γ_{4}$	-0.1539	-0.64
$γ_{5}$	-0.3248	-1.30
$γ_{6}$	0.3642	1.98

V-Lab

Ellington Credit Co Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, April 1st, 2025:55.81% (+29.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ellington Credit Co Analyses