Invesco RAFI US 1500 Small-Mid ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.87% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0119 | 8.87 | |
| 0.8729 | 291.26 | |
| 0.1523 | 44.14 | |
| 0.0064 | 6.85 | |
| 0.0320 | 9.46 | |
| 0.9648 | 247.44 |
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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