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	param	t-stat
$ω$	1.9851	4.50
$α$	0.1384	30.94
$β$	0.9746	170.65
$ν$	4.1781	12.99

V-Lab

Ellington Financial LLC GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:20.62% (-0.40%)

Date Range:

Parameter Estimates

Other Ellington Financial LLC Analyses