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	param	t-stat
$ω$	0.0723	11.05
$α$	0.0236	3.45
$β$	0.8185	80.85
$γ$	0.1957	7.51

V-Lab

iShares International Developed Small Cap Value Factor ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:13.23% (-0.58%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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