VictoryShares US Value Momentum ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.83% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7649 | 4.72 | |
| 0.1879 | 6.41 | |
| 0.7725 | 25.33 | |
| -0.0200 | -1.19 |
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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