Invesco RAFI US 1500 Small-Mid ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.45% (+1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0452 | 22.86 | |
| 0.1137 | 39.77 | |
| 0.8648 | 301.31 |
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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