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	param	t-stat
$ω$	0.4630	17.75
$α$	0.1569	12.93
$β$	0.8139	154.58
$γ$	-0.0027	-0.14

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Hennessy Advisors Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:33.78% (-1.68%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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