VictoryShares US Multi-Factor Minimum Volatility ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.93% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9898 | 3.50 | |
| 0.1398 | 4.94 | |
| 0.8185 | 23.82 | |
| 0.0015 | 0.07 |
Estimation Period:
Jun 22, 2017 to Feb 6, 2026
Jun 22, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other VictoryShares US Multi-Factor Minimum Volatility ETF Analyses
Other Spline-GARCH Analyses on ETFs