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	param	t-stat
$ω$	0.0252	18.28
$α$	0.0000	0.00
$β$	0.8876	397.12
$γ$	0.1827	30.21

V-Lab

iShares Core S&P U.S. Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:13.35% (+3.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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