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	param	t-stat
$ω$	0.0333	16.46
$α$	0.0166	8.62
$β$	0.9123	462.38
$γ$	0.1107	20.67

V-Lab

iShares S&P Small-Cap 600 Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:18.87% (-0.50%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares S&P Small-Cap 600 Value ETF Analyses