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	param	t-stat
$ω$	0.0046	1.27
$α$	0.1392	23.96
$β$	0.9703	583.79
$γ$	-0.1432	-35.89

V-Lab

iShares Core S&P U.S. Value ETF EGARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:12.22% (-0.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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