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	param	t-stat
$ω$	0.0869	17.11
$α$	0.0411	6.52
$β$	0.8586	190.09
$γ$	0.1223	10.47

V-Lab

Alpha Architect US Quantitative Momentum ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:25.80% (-1.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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