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	param	t-stat
$ω$	0.9432	9.16
$α$	0.1486	2.38
$β$	0.7367	9.26
$γ_{1}$	-0.0635	-2.01

V-Lab

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

Volatility Prediction for Friday, February 13th, 2026:13.46% (-1.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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