Invesco Zacks Mid-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.04% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0118 | 3.00 | |
| 0.1269 | 20.43 | |
| 0.9752 | 512.46 | |
| -0.1326 | -25.82 |
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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