Invesco Russell 2000 Dynamic Multifactor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.24% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0374 | 13.42 | |
| 0.0213 | 7.37 | |
| 0.9060 | 292.74 | |
| 0.1207 | 14.20 |
Estimation Period:
Oct 26, 2017 to Feb 6, 2026
Oct 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco Russell 2000 Dynamic Multifactor ETF Analyses
Other GJR-GARCH Analyses on ETFs