VictoryShares International Value Momentum ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.59% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8357 | 6.44 | |
| 0.1253 | 4.99 | |
| 0.8299 | 28.97 | |
| -0.0042 | -1.01 |
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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