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	param	t-stat
$ω$	1.3027	5.06
$α$	0.1168	8.59
$β$	0.8486	56.68
$γ_{1}$	0.0507	3.49
$γ_{2}$	-0.0865	-4.02
$γ_{3}$	0.0692	3.76
$γ_{4}$	-0.0698	-2.75

V-Lab

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

Volatility Prediction for Tuesday, February 17th, 2026:12.12% (-0.37%)

Date Range:

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