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	param	t-stat
$ω$	0.0047	7.44
$α$	0.0864	4.08
$β$	0.7845	39.10
$γ$	0.1978	6.57

V-Lab

AltShares Merger Arbitrage ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.45% (-0.23%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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