VictoryShares US Value Momentum ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.42% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0052 | 1.53 | |
| 0.2430 | 20.09 | |
| 0.9559 | 396.96 | |
| -0.1499 | -16.19 |
Estimation Period:
Oct 26, 2017 to Feb 6, 2026
Oct 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other VictoryShares US Value Momentum ETF Analyses
Other EGARCH Analyses on ETFs