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	param	t-stat
$ω$	0.0046	0.00
$α$	-0.0367	-0.01
$β$	0.9915	36.15
$γ$	-0.0444	-0.01

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IShares US Small Cap Value Factor ETF EGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:23.25% (+0.22%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IShares US Small Cap Value Factor ETF Analyses