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	param	t-stat
$ω$	1.0957	7.85
$α$	0.1307	1.49
$β$	0.0000	0.00
$γ_{1}$	-0.0370	-0.02

V-Lab

GMO Systematc Invt GD CR ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:4.23% (+0.62%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GMO Systematc Invt GD CR ETF Analyses