VictoryShares Emerging Markets Value Momentum ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.89% (+2.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0063 | 10.35 | |
| 0.1444 | 4.69 | |
| 0.7694 | 17.89 | |
| 0.0023 | 0.79 |
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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