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	param	t-stat
$ω$	0.9073	7.53
$α$	0.1234	8.86
$β$	0.8518	61.83
$γ_{1}$	0.0004	0.24

V-Lab

iShares Morningstar Value ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:12.32% (-0.52%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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