Invesco RAFI US 1500 Small-Mid ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.67% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8979 | 5.70 | |
| 0.1152 | 8.75 | |
| 0.8442 | 59.73 | |
| -0.0352 | -2.63 | |
| 0.0718 | 3.47 | |
| -0.0627 | -3.00 |
Estimation Period:
Sep 18, 2006 to Feb 13, 2026
Sep 18, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Invesco RAFI US 1500 Small-Mid ETF Analyses
Other Spline-GARCH Analyses on ETFs