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	param	t-stat
$ω$	0.0328	18.30
$α$	0.0237	2.55
$β$	0.8273	123.83
$γ$	0.2608	18.20

V-Lab

iShares MSCI USA Quality Factor ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:16.59% (-1.32%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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