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	param	t-stat
$ω$	0.0518	9.75
$α$	0.0259	2.41
$β$	0.8247	79.90
$γ$	0.2374	13.04

V-Lab

iShares U.S. Equity Factor Rotation Active ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:14.04% (-0.90%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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