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	param	t-stat
$ω$	0.7514	4.10
$α$	0.1013	3.82
$β$	0.8167	23.48
$γ_{1}$	-2.0516	-3.40
$γ_{2}$	3.1573	3.24
$γ_{3}$	-1.4107	-2.11
$γ_{4}$	0.5425	1.03
$γ_{5}$	-0.4350	-1.11
$γ_{6}$	0.0161	0.05
$γ_{7}$	0.4893	1.45
$γ_{8}$	-0.4308	-1.75

V-Lab

iShares MSCI International Momentum Factor ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:19.49% (-1.35%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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