Invesco Russell 2000 Dynamic Multifactor ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.09% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0388 | 5.50 | |
| 0.1456 | 14.64 | |
| 0.9551 | 228.22 | |
| -0.0960 | -14.03 |
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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