VictoryShares US Small Cap Volatility Wtd ETF GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 11.69 | |
| 0.0201 | 7.43 | |
| 0.9113 | 258.37 | |
| 0.0898 | 10.12 |
Estimation Period:
Jul 8, 2015 to Apr 17, 2025
Jul 8, 2015 to Apr 17, 2025
News Impact Curve
Volatility Forecasts
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