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	param	t-stat
$m$	31
$α$	0.0181	4.38
$β$	0.7964	112.42
$γ$	0.2242	29.40
$λ_{1}$	0.0032	3.54
$λ_{2}$	0.0292	5.50
$λ_{3}$	0.9688	162.44

V-Lab

iShares MSCI USA Value Factor ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Friday, February 13th, 2026:21.14% (+6.61%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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