VictoryShares US Value Momentum ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.03% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0437 | 15.36 | |
| 0.0526 | 5.93 | |
| 0.8094 | 108.55 | |
| 0.2155 | 13.56 |
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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