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{type} for {date}

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	param	t-stat
$ω$	0.6111	5.64
$α$	0.1636	1.84
$β$	0.5877	3.62
$γ_{1}$	-0.7809	-3.30
$γ_{2}$	0.9292	2.84
$γ_{3}$	-0.1173	-0.79

V-Lab

iShares International Developed Small Cap Value Factor ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:12.00% (-0.84%)

Date Range:

Parameter Estimates

News Impact Curve

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