VictoryShares Developed Enhanced Volatility Wtd ETF MF2-GARCH Volatility Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1407 | 9.40 | |
| 0.7167 | 95.07 | |
| 0.1396 | 7.09 | |
| 0.0037 | 3.50 | |
| 0.0174 | 12.54 | |
| 0.9787 | 413.13 |
Estimation Period:
Oct 1, 2014 to Oct 18, 2024
Oct 1, 2014 to Oct 18, 2024
News Impact Curve
Volatility Forecasts
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