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	param	t-stat
$ω$	0.0027	15.30
$α$	0.4131	4.11
$β$	0.4560	15.81
$γ$	0.2618	2.07

V-Lab

Alpha Architect Tail Risk GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:1.39% (-0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Alpha Architect Tail Risk Analyses