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	param	t-stat
$ω$	0.3159	5.58
$α$	0.0500	7.97
$β$	0.8002	26.33

V-Lab

IShares US Small Cap Value Factor ETF GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:21.87% (-0.44%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IShares US Small Cap Value Factor ETF Analyses