VictoryShares US Value Momentum ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.32% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8485 | 5.10 | |
| 0.1891 | 6.56 | |
| 0.7748 | 26.69 | |
| -0.0046 | -1.27 |
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 Zero Slope Spline-GARCH Analyses on ETFs