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	param	t-stat
$ω$	0.8055	6.76
$α$	0.1423	7.07
$β$	0.8136	34.95
$γ_{1}$	0.0032	0.55

V-Lab

iShares MSCI USA Value Factor ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:18.73% (-1.29%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

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