Invesco Russell 1000 Dynamic Multifactor ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:14.85% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0025 | 0.42 | |
| 0.7864 | 102.37 | |
| 0.2474 | 26.84 | |
| 0.1466 | 0.90 | |
| 0.3286 | 0.90 | |
| 0.5688 | 1.16 |
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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