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	param	t-stat
$ω$	0.0324	11.00
$α$	0.1618	11.96
$β$	0.7401	43.87
$γ$	0.2360	6.47

V-Lab

AltShares Event-Driven ETF AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:9.04% (+2.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AltShares Event-Driven ETF Analyses