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	param	t-stat
$ω$	2.1726	16.52
$α$	0.1076	3.93
$β$	0.6576	26.89
$ν$	6.5475	0.97

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IShares US Small Cap Value Factor ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:20.34% (-0.83%)

Date Range:

Parameter Estimates

Other IShares US Small Cap Value Factor ETF Analyses