Invesco Zacks Mid-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.68% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0267 | -8.54 | |
| 0.0877 | 31.03 | |
| 0.8840 | 261.76 | |
| 0.8754 | 34.33 |
Estimation Period:
Apr 3, 2007 to Feb 6, 2026
Apr 3, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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