Invesco Russell 2000 Dynamic Multifactor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.73% (+4.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5692 | 5.40 | |
| 0.0846 | 3.87 | |
| 0.8692 | 29.83 | |
| -0.0378 | -2.45 |
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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