VictoryShares US Small Cap High Div Volatility Wtd ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.18% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 9.79 | |
| 0.0169 | 7.68 | |
| 0.9259 | 293.85 | |
| 0.0873 | 9.90 |
Estimation Period:
Jul 8, 2015 to Feb 6, 2026
Jul 8, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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