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	param	t-stat
$ω$	2.6549	4.18
$α$	0.2605	2.09
$β$	0.0000	0.00
$γ_{1}$	10.7502	4.12
$γ_{2}$	-13.4265	-2.75
$γ_{3}$	5.0963	1.04
$γ_{4}$	-5.3489	-1.40
$γ_{5}$	5.3929	1.58
$γ_{6}$	-6.5537	-1.31
$γ_{7}$	8.8490	1.60
$γ_{8}$	-7.5471	-1.93
$γ_{9}$	2.8319	1.12
$γ_{10}$	0.7392	0.36

V-Lab

AltShares Merger Arbitrage ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:2.22% (-0.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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