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	param	t-stat
$ω$	0.2603	14.17
$α$	0.0202	5.04
$β$	0.7635	63.97
$γ$	0.1748	12.54

V-Lab

Verisk Analytics Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:41.97% (-5.06%)

Date Range:

Parameter Estimates

News Impact Curve

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