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	param	t-stat
$ω$	0.0571	10.64
$α$	0.1425	6.14
$β$	0.6473	28.85
$γ$	0.1542	3.37

V-Lab

AltShares Event-Driven ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:7.93% (-0.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other AltShares Event-Driven ETF Analyses