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	param	t-stat
$ω$	0.0027	12.11
$α$	0.0253	6.26
$β$	0.9100	319.40
$γ$	0.0993	11.84

V-Lab

ProShares Hedge Replication ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:5.45% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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