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	param	t-stat
$ω$	0.0334	16.05
$α$	0.0092	4.52
$β$	0.9053	413.02
$γ$	0.1323	22.20

V-Lab

iShares Morningstar Small-Cap ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:16.89% (-0.55%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Morningstar Small-Cap ETF Analyses