VictoryShares Emerging Markets Value Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.92% (+2.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1429 | 17.56 | |
| 0.1210 | 16.73 | |
| 0.9220 | 169.73 | |
| 8.6961 | 2.68 |
Estimation Period:
Oct 26, 2017 to Feb 6, 2026
Oct 26, 2017 to Feb 6, 2026
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