VictoryShares International Value Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.25% (-1.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9306 | 8.02 | |
| 0.1156 | 13.94 | |
| 0.9526 | 151.32 | |
| 7.5232 | 2.64 |
Estimation Period:
Oct 26, 2017 to Feb 6, 2026
Oct 26, 2017 to Feb 6, 2026
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