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	param	t-stat
$ω$	-2.8796	-7.22
$α$	0.2186	5.98
$β$	-0.0872	-0.57
$γ$	-0.1447	-3.66

V-Lab

GMO Systematc Invt GD CR ETF EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:3.99% (-0.11%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GMO Systematc Invt GD CR ETF Analyses