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{type} for {date}

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	param	t-stat
$m$	31
$α$	0.0146	2.60
$β$	0.7468	6.96
$γ$	0.0702	4.88
$λ_{1}$	2.0560	0.02
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.0000	0.00

V-Lab

IShares US Small Cap Value Factor ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:21.02% (-0.20%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IShares US Small Cap Value Factor ETF Analyses