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	param	t-stat
$ω$	-0.0150	-0.55
$α$	0.0520	4.55
$β$	0.9198	51.27
$γ$	-0.2340	-14.58

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GMO U.S. Quality ETF EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:17.83% (-0.16%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GMO U.S. Quality ETF Analyses