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	param	t-stat
$ω$	0.5185	11.89
$α$	0.1485	11.87
$β$	0.7226	48.53
$γ$	0.0614	2.19

V-Lab

Mercia Asset Management PLC GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 6th, 2026:26.71% (-1.69%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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