Invesco Russell 1000 Dynamic Multifactor ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.44% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0511 | 15.91 | |
| 0.1539 | 23.67 | |
| 0.8130 | 125.79 |
Estimation Period:
Oct 26, 2017 to Feb 6, 2026
Oct 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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