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	param	t-stat
$ω$	2.7092	4.26
$α$	0.2570	2.05
$β$	0.0000	0.00
$γ_{1}$	11.1121	4.30
$γ_{2}$	-13.9719	-2.88
$γ_{3}$	5.3934	1.10
$γ_{4}$	-5.5405	-1.45
$γ_{5}$	5.5102	1.62
$γ_{6}$	-6.5340	-1.30
$γ_{7}$	8.5056	1.54
$γ_{8}$	-6.5851	-1.69
$γ_{9}$	0.6438	0.23
$γ_{10}$	6.4330	1.54

V-Lab

AltShares Merger Arbitrage ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.08% (-0.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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