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	param	t-stat
$ω$	0.0275	6.06
$α$	0.0032	1.09
$β$	0.9215	231.24
$γ$	0.1136	9.11

V-Lab

Principal Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:15.23% (+3.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Principal Value ETF Analyses