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	param	t-stat
$ω$	0.0474	4.78
$α$	0.0000	0.00
$β$	0.8506	40.96
$γ$	0.1845	4.14

V-Lab

GMO U.S. Quality ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:15.16% (+2.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other GMO U.S. Quality ETF Analyses