Invesco Zacks Mid-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:12.88% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0224 | 16.28 | |
| 0.1043 | 24.50 | |
| 0.8813 | 196.19 |
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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