VictoryShares US Small Mid Cap Value Momentum ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.82% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6500 | 5.43 | |
| 0.1286 | 5.42 | |
| 0.8304 | 29.77 | |
| -0.0278 | -1.65 |
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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