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	param	t-stat
$ω$	2.4244	6.36
$α$	0.0000	0.00
$β$	0.9958	5.25
$γ_{1}$	3.4841	0.39
$γ_{2}$	-5.0650	-0.76

V-Lab

iShares Factors US Value Style ETF Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares Factors US Value Style ETF Analyses