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{type} for {date}

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	param	t-stat
$m$	41
$α$	0.0211	2.09
$β$	0.6414	26.28
$γ$	0.2008	11.48
$λ_{1}$	0.2123	0.18
$λ_{2}$	0.5197	0.19
$λ_{3}$	0.2819	0.07

V-Lab

iShares International Developed Small Cap Value Factor ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:12.79% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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