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	param	t-stat
$ω$	1.1263	7.56
$α$	0.1381	1.54
$β$	0.0000	0.00
$γ_{1}$	0.6330	0.94

V-Lab

GMO Systematc Invt GD CR ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:4.36% (+0.64%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GMO Systematc Invt GD CR ETF Analyses