VictoryShares Short-Term Bond ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.18% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8190 | 4.50 | |
| 0.1347 | 4.38 | |
| 0.7730 | 17.44 | |
| 0.9467 | 2.03 | |
| -1.8199 | -2.65 | |
| 1.9999 | 4.67 | |
| -1.8706 | -4.43 | |
| 0.6264 | 1.55 | |
| 0.3250 | 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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