VictoryShares Core Intermediate Bond ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:3.43% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0009 | 10.44 | |
| 0.0608 | 14.25 | |
| 0.9156 | 270.88 | |
| 0.0329 | 3.79 |
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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