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	param	t-stat
$ω$	0.0712	10.88
$α$	0.1131	14.72
$β$	0.8533	67.82
$γ$	1.0000	84.27
$δ$	0.7871	7.06

V-Lab

GMO U.S. Quality ETF APARCH Volatility Analysis

Volatility Prediction for Thursday, February 26th, 2026:13.07% (-1.26%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GMO U.S. Quality ETF Analyses