Invesco RAFI US 1500 Small-Mid ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.99% (+1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9139 | 5.67 | |
| 0.1163 | 8.84 | |
| 0.8447 | 60.42 | |
| -0.0315 | -2.46 | |
| 0.0628 | 3.43 | |
| -0.0452 | -4.84 |
Estimation Period:
Sep 18, 2006 to Feb 6, 2026
Sep 18, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Invesco RAFI US 1500 Small-Mid ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs