VictoryShares Emerging Markets Value Momentum ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.99% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9772 | 9.28 | |
| 0.1449 | 4.61 | |
| 0.7662 | 17.57 | |
| -0.0025 | -0.20 |
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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