Invesco RAFI US 1500 Small-Mid ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.50% (+2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0265 | 8.02 | |
| 0.1470 | 66.68 | |
| 0.8135 | 492.15 | |
| 0.6804 | 35.88 |
Estimation Period:
Sep 18, 2006 to Feb 6, 2026
Sep 18, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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