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	param	t-stat
$ω$	0.1134	16.11
$α$	0.2493	27.32
$β$	0.6972	80.19
$γ$	0.2100	8.89

V-Lab

Ellington Financial LLC AGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:23.06% (-1.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ellington Financial LLC Analyses