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	param	t-stat
$ω$	0.3247	18.49
$α$	0.1739	13.29
$β$	0.6531	51.88
$γ$	0.0496	2.03

V-Lab

IShares US Small Cap Value Factor ETF Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, February 19th, 2026:23.14% (-2.09%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IShares US Small Cap Value Factor ETF Analyses