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	param	t-stat
$ω$	0.0038	3.81
$α$	0.1477	8.61
$β$	0.8004	41.51
$γ$	0.1032	3.67

V-Lab

AltShares Merger Arbitrage ETF AGARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:11.21% (+7.89%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AltShares Merger Arbitrage ETF Analyses