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	param	t-stat
$ω$	0.0359	17.06
$α$	0.0331	8.24
$β$	0.8560	210.07
$γ$	0.1675	15.90

V-Lab

iShares MSCI USA Value Factor ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:13.91% (-0.53%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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