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	param	t-stat
$ω$	0.1026	18.27
$α$	0.2184	29.70
$β$	0.7508	94.11
$γ$	0.2023	8.85
$δ$	1.4944	21.25

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Ellington Financial LLC APARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:25.53% (-2.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ellington Financial LLC Analyses