Invesco RAFI US 1500 Small-Mid ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.59% (+3.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0441 | 18.49 | |
| 0.0263 | 9.91 | |
| 0.8800 | 368.68 | |
| 0.1465 | 21.23 |
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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