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	param	t-stat
$ω$	0.0498	17.95
$α$	0.1337	16.60
$β$	0.7439	136.17
$γ$	0.1798	10.51

V-Lab

Hancock John PFD Income FD GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:8.22% (+0.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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