Invesco Zacks Mid-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.07% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8337 | 195.51 | |
| 0.2216 | 39.67 | |
| 0.0098 | 4.28 | |
| 0.0751 | 7.71 | |
| 0.9167 | 77.87 |
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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