VictoryShares US Small Mid Cap Value Momentum ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.39% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6828 | 8.89 | |
| 0.1108 | 18.23 | |
| 0.9720 | 274.03 | |
| 9.0316 | 3.38 |
Estimation Period:
Oct 26, 2017 to Feb 6, 2026
Oct 26, 2017 to Feb 6, 2026
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