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	param	t-stat
$ω$	3.3010	3.91
$α$	0.1600	4.39
$β$	0.7448	17.07
$γ_{1}$	0.6089	6.49
$γ_{2}$	-0.7255	-5.55
$γ_{3}$	0.0917	1.12
$γ_{4}$	0.0498	0.91

V-Lab

iShares MSCI International Value Factor ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:15.82% (-1.04%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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