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	param	t-stat
$ω$	1.5518	4.61
$α$	0.1167	4.66
$β$	0.8295	28.74
$γ_{1}$	0.0871	4.08
$γ_{2}$	-0.1466	-4.06

V-Lab

iShares MSCI International Quality Factor ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:15.06% (+0.25%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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