VictoryShares Emerging Markets Value Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.18% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0857 | 15.23 | |
| 0.0530 | 6.86 | |
| 0.8066 | 104.55 | |
| 0.1330 | 7.45 |
Estimation Period:
Oct 26, 2017 to Feb 6, 2026
Oct 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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