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	param	t-stat
$ω$	0.0064	2.23
$α$	0.1056	29.03
$β$	0.8736	275.59
$γ$	0.5500	19.49

V-Lab

iShares MSCI EAFE Value ETF AGARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:16.79% (+1.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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