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	param	t-stat
$m$	66
$α$	0.1128	10.43
$β$	0.5689	39.68
$γ$	0.4109	18.28
$λ_{1}$	0.0380	3.58
$λ_{2}$	0.1245	5.27
$λ_{3}$	0.8501	24.27

V-Lab

Virtus Private Credit Strategy ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:14.73% (-2.06%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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