VictoryShares International Value Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.59% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0464 | 15.26 | |
| 0.0336 | 4.68 | |
| 0.8257 | 145.96 | |
| 0.1981 | 10.65 |
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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