VictoryShares US Small Cap Volatility Wtd ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1908 | 6.10 | |
| 0.0775 | 4.02 | |
| 0.8639 | 26.81 | |
| 0.1895 | 3.15 | |
| -0.2568 | -2.80 | |
| 0.0757 | 1.53 |
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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