Invesco Russell 2000 Dynamic Multifactor ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.86% (+1.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0280 | 8.76 | |
| 0.8444 | 131.10 | |
| 0.1306 | 19.46 | |
| 0.2335 | 3.33 | |
| 0.4561 | 4.25 | |
| 0.4529 | 3.32 |
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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