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	param	t-stat
$ω$	0.7342	7.43
$α$	0.1396	7.06
$β$	0.8176	35.63
$γ_{1}$	-0.0033	-2.28

V-Lab

iShares MSCI USA Value Factor ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:18.07% (-1.30%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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