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	param	t-stat
$ω$	0.0243	5.47
$α$	0.0592	7.10
$β$	0.9221	87.64

V-Lab

iShares MSCI International Value Factor ETF GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:16.28% (-0.45%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI International Value Factor ETF Analyses