VictoryShares US Multi-Factor Minimum Volatility ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.99% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0405 | 9.46 | |
| 0.0306 | 3.06 | |
| 0.7982 | 103.66 | |
| 0.2587 | 9.27 |
Estimation Period:
Jun 22, 2017 to Feb 6, 2026
Jun 22, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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