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	param	t-stat
$ω$	0.0260	20.90
$α$	0.0098	3.14
$β$	0.8746	318.38
$γ$	0.1916	29.98

V-Lab

iShares S&P 500 Value ETF Fund GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:12.24% (-0.54%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares S&P 500 Value ETF Fund Analyses