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	param	t-stat
$ω$	0.0408	12.42
$α$	0.0268	7.45
$β$	0.8903	267.52
$γ$	0.1180	12.38

V-Lab

Alpha Architect US Quantitative Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:16.88% (+2.47%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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