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	param	t-stat
$ω$	0.0396	12.66
$α$	0.0202	1.74
$β$	0.8502	115.57
$γ$	0.1950	11.18

V-Lab

Principal US Mega-Cap ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:14.03% (-0.21%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Principal US Mega-Cap ETF Analyses