VictoryShares US Value Momentum ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.50% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0466 | 17.26 | |
| 0.1847 | 24.68 | |
| 0.7805 | 105.16 |
Estimation Period:
Oct 26, 2017 to Feb 13, 2026
Oct 26, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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