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	param	t-stat
$ω$	0.7452	4.10
$α$	0.1007	3.77
$β$	0.8160	22.66
$γ_{1}$	-2.0697	-3.42
$γ_{2}$	3.1826	3.26
$γ_{3}$	-1.4211	-2.13
$γ_{4}$	0.5439	1.04
$γ_{5}$	-0.4100	-1.05
$γ_{6}$	-0.0612	-0.17
$γ_{7}$	0.6422	1.45
$γ_{8}$	-0.7564	-0.88

V-Lab

iShares MSCI International Momentum Factor ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:19.80% (+0.37%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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