VictoryShares US Value Momentum ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.58% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 36 | ||
| 0.0354 | 5.13 | |
| 0.7736 | 73.64 | |
| 0.2419 | 22.84 | |
| 0.0337 | 2.36 | |
| 0.0621 | 2.66 | |
| 0.9098 | 25.16 |
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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