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	param	t-stat
$ω$	0.0052	0.70
$α$	0.1545	13.42
$β$	0.9527	176.17
$γ$	-0.1247	-8.98

V-Lab

iShares International Developed Small Cap Value Factor ETF EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:12.70% (-0.39%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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