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{type} for {date}

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	param	t-stat
$ω$	0.0001	4.23
$α$	0.0759	6.22
$β$	0.9406	198.64
$γ$	-0.0329	-2.39

V-Lab

Virtus Newfleet Securitized Income ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:1.65% (-0.05%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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