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	param	t-stat
$ω$	0.0464	27.15
$α$	0.1192	16.36
$β$	0.8586	168.32
$γ$	0.5860	8.91
$δ$	1.3427	22.69

V-Lab

iShares MSCI USA Momentum Factor ETF APARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:29.70% (-0.72%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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