VictoryShares US 500 Volatility Wtd ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.99% (+4.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0459 | 10.66 | |
| 0.0269 | 3.62 | |
| 0.8173 | 113.12 | |
| 0.2187 | 11.15 |
Estimation Period:
Jul 2, 2014 to Feb 6, 2026
Jul 2, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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