VictoryShares International Value Momentum ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:0.38% (-20.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7500 | 7,500,380.00 | |
| 0.0001 | 580.00 | |
| 0.4998 | 4,998,080.00 | |
| 1.1534 | 11,533,780.00 |
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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