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	param	t-stat
$ω$	0.7577	5.34
$α$	0.1306	8.71
$β$	0.8227	46.13
$γ_{1}$	-0.3124	-4.57
$γ_{2}$	0.5667	5.51
$γ_{3}$	-0.4302	-5.53
$γ_{4}$	0.2294	2.97
$γ_{5}$	-0.0687	-1.02
$γ_{6}$	0.0823	1.38
$γ_{7}$	-0.1395	-2.36
$γ_{8}$	0.0995	2.21

V-Lab

iShares S&P 500 Value ETF Fund Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:13.32% (+1.96%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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