VictoryShares Emerging Markets Value Momentum ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.66% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 46 | ||
| 0.0352 | 5.07 | |
| 0.6891 | 37.12 | |
| 0.1826 | 15.96 | |
| 0.1838 | 0.46 | |
| 0.2614 | 0.45 | |
| 0.5717 | 0.60 |
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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