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	param	t-stat
$ω$	0.0423	18.58
$α$	0.0312	4.00
$β$	0.8456	178.55
$γ$	0.1892	16.88

V-Lab

iShares MSCI USA Momentum Factor ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:26.07% (-2.01%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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