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	param	t-stat
$ω$	-0.4148	-13.48
$α$	0.9835	27.15
$β$	0.8548	111.85
$γ$	-0.2170	-6.96

V-Lab

Alpha Architect Tail Risk EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:1.69% (+0.15%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alpha Architect Tail Risk Analyses