VictoryShares US Small Cap High Div Volatility Wtd ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.78% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1168 | 5.35 | |
| 0.0749 | 3.57 | |
| 0.8725 | 28.39 | |
| 0.1789 | 3.50 | |
| -0.2533 | -3.30 | |
| 0.0836 | 1.20 |
Estimation Period:
Jul 8, 2015 to Feb 6, 2026
Jul 8, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other VictoryShares US Small Cap High Div Volatility Wtd ETF Analyses
Other Spline-GARCH Analyses on ETFs