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	param	t-stat
$ω$	-0.0926	-8.30
$α$	0.2876	9.86
$β$	0.8944	82.62
$γ$	-0.0704	-2.86

V-Lab

AltShares Event-Driven ETF EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:8.15% (+0.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AltShares Event-Driven ETF Analyses