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	param	t-stat
$ω$	0.0147	2.97
$α$	0.1355	5.92
$β$	0.8890	65.48
$γ$	-0.0547	-1.82

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Cambria Chesapeake Pure ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:31.79% (+0.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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