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	param	t-stat
$ω$	0.1094	17.91
$α$	0.1510	15.18
$β$	0.7221	89.15
$γ$	0.1588	8.71

V-Lab

Ellington Financial LLC GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:26.28% (-0.76%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Ellington Financial LLC Analyses