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	param	t-stat
$ω$	0.0358	24.35
$α$	0.0976	23.95
$β$	0.8849	240.86
$γ$	0.6813	17.95
$δ$	1.2591	26.59

V-Lab

iShares MSCI USA Value Factor ETF APARCH Volatility Analysis

Volatility Prediction for Tuesday, February 10th, 2026:14.17% (-0.17%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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