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	param	t-stat
$ω$	0.0150	6.93
$α$	0.2111	40.41
$β$	0.9794	1,052.03
$γ$	-0.1150	-21.26

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iShares Mortgage Real Estate ETF EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:18.78% (-1.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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