VictoryShares US Small Mid Cap Value Momentum ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.85% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7419 | 6.57 | |
| 0.1257 | 5.54 | |
| 0.8414 | 32.38 | |
| -0.0088 | -2.37 |
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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