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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	44.6218	14.48***
α ARCH Response to squared shocks	0.0745	77.64***
β GARCH Volatility persistence	0.9974	5,012.30***
ν DF Student-t tail thickness	2.0013

V-Lab

Invesco Russell 2000 Dynamic Multifactor ETF GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco Russell 2000 Dynamic Multifactor ETF Analyses