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	param	t-stat
$ω$	-0.1204	-5.56
$α$	0.2851	9.38
$β$	0.9452	121.50
$γ$	-0.0862	-4.05

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AltShares Merger Arbitrage ETF EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.48% (-0.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AltShares Merger Arbitrage ETF Analyses