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Traditional asset pricing models fail to account for the catastrophic volatility in the current global economic transition. This paper proposes the GIE Framework (P = f + G + E), a non-linear tri-factor model consisting of fundamental credit base (f), geopolitical gradient field (G), and expectational momentum (E). By introducing the Psi (Ψ) Stability Index, we derive a critical state threshold of 2.59, beyond which systemic retracement becomes deterministic.