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	param	t-stat
$ω$	-0.0064	-1.90
$α$	0.1081	28.47
$β$	0.8631	217.01
$γ$	0.6583	22.35

V-Lab

iShares MSCI USA Value Factor ETF AGARCH Volatility Analysis

Volatility Prediction for Thursday, February 12th, 2026:15.34% (-0.75%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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