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	param	t-stat
$ω$	2.2183	6.01
$α$	0.2967	81.56
$β$	0.9990	5,982.04
$ν$	2.9386	50.68

V-Lab

Alpha Architect Tail Risk GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:1.74% (+0.16%)

Date Range:

Parameter Estimates

Other Alpha Architect Tail Risk Analyses