Invesco Zacks Mid-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.25% (+1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6292 | 5.51 | |
| 0.1261 | 6.96 | |
| 0.8244 | 38.34 | |
| -0.3770 | -4.62 | |
| 0.5398 | 4.34 | |
| -0.2390 | -3.01 | |
| 0.1863 | 2.99 | |
| -0.2039 | -3.27 | |
| 0.1370 | 1.58 |
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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