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	param	t-stat
$ω$	0.0815	2.17
$α$	0.1809	7.58
$β$	0.5050	9.40
$γ$	-0.3489	-3.48
$δ$	0.5988	4.17

V-Lab

GMO Systematc Invt GD CR ETF Asy. Power MEM Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:1.27% (-0.57%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GMO Systematc Invt GD CR ETF Analyses