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	param	t-stat
$ω$	0.0201	3.83
$α$	0.0000	0.00
$β$	0.9316	189.51
$γ$	0.1042	6.25

V-Lab

iShares MSCI International Value Factor ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:13.62% (+0.12%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI International Value Factor ETF Analyses