VictoryShares International Value Momentum ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.00% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7432 | 5.93 | |
| 0.1273 | 4.84 | |
| 0.8219 | 26.41 | |
| -0.0219 | -1.36 |
Estimation Period:
Oct 26, 2017 to Feb 6, 2026
Oct 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other VictoryShares International Value Momentum ETF Analyses
Other Spline-GARCH Analyses on ETFs