Invesco RAFI US 1500 Small-Mid ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.69% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0158 | 5.64 | |
| 0.1588 | 36.99 | |
| 0.9777 | 784.05 | |
| -0.1071 | -28.21 |
Estimation Period:
Sep 18, 2006 to Feb 13, 2026
Sep 18, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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