VictoryShares US Multi-Factor Minimum Volatility ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:11.41% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8625 | 4.51 | |
| 0.1187 | 29.66 | |
| 0.9806 | 196.16 | |
| 4.9320 | 9.80 |
Estimation Period:
Jun 22, 2017 to Feb 6, 2026
Jun 22, 2017 to Feb 6, 2026
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