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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.4957	4.25***
α ARCH Response to squared shocks	0.0797	3.72***
β GARCH Volatility persistence	0.8705	27.25***

γ₁	-0.0902	-2.71***
γ₂	0.1053	2.62***

V-Lab

Invesco Russell 2000 Dynamic Multifactor ETF Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Invesco Russell 2000 Dynamic Multifactor ETF Analyses