VictoryShares US Value Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.91% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0704 | 13.61 | |
| 0.1529 | 22.57 | |
| 0.9536 | 244.90 | |
| 9.1126 | 4.10 |
Estimation Period:
Oct 26, 2017 to Feb 6, 2026
Oct 26, 2017 to Feb 6, 2026
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