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	param	t-stat
$ω$	3.2699	3.91
$α$	0.1582	4.36
$β$	0.7460	17.07
$γ_{1}$	0.6011	6.38
$γ_{2}$	-0.7096	-5.35
$γ_{3}$	0.0660	0.73
$γ_{4}$	0.1154	1.06

V-Lab

iShares MSCI International Value Factor ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:15.09% (-1.24%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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