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	param	t-stat
$ω$	1.1025	10.11
$α$	0.0482	1.77
$β$	0.7818	5.60
$γ_{1}$	0.0125	0.53

V-Lab

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

Volatility Prediction for Tuesday, February 17th, 2026:21.50% (+0.10%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other IShares US Small Cap Value Factor ETF Analyses