VictoryShares US Small Cap Volatility Wtd ETF MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 0.0216 | 7.83 | |
| 0.8751 | 173.21 | |
| 0.1224 | 22.58 | |
| 0.0014 | 1.24 | |
| 0.0152 | 6.85 | |
| 0.9847 | 353.83 |
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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