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VictoryShares US Discovery Enhanced Volatility Wtd ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Wednesday, April 23, 2025 at 09:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of VictoryShares US Discovery Enhanced Volatility Wtd ETF S0GARCH
paramt-stat
ω1.17294.88
α0.19667.54
β0.724121.50
γ10.13170.35
γ2-0.0421-0.06
γ3-0.2410-0.40
γ40.56061.25
γ5-1.3816-4.30
γ62.11707.33
γ7-1.6403-7.57
Estimation Period:
Aug 1, 2014 to Apr 17, 2025
Impact of return on volatility tomorrow
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