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	param	t-stat
$ω$	0.9509	5.14
$α$	0.1601	7.69
$β$	0.7985	34.37
$γ_{1}$	0.0266	2.11
$γ_{2}$	-0.0390	-2.49

V-Lab

iShares MSCI USA Momentum Factor ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, February 9th, 2026:34.81% (+7.03%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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