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	param	t-stat
$ω$	0.0258	17.52
$α$	0.0000	0.00
$β$	0.8786	350.89
$γ$	0.1939	29.05

V-Lab

iShares Morningstar Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:12.82% (-0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Morningstar Value ETF Analyses