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	param	t-stat
$ω$	0.1493	10.00
$α$	0.0603	10.01
$β$	0.8513	95.51
$γ$	0.0692	5.29

V-Lab

RLI Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:25.89% (-0.74%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other RLI Corp Analyses