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	param	t-stat
$ω$	0.0771	11.44
$α$	0.1289	13.93
$β$	0.8023	71.38

V-Lab

iShares International Developed Small Cap Value Factor ETF GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:15.54% (-1.02%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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