Invesco S&P SmallCap Consumer Staples ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.05% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0108 | 4.04 | |
| 0.0584 | 22.89 | |
| 0.9110 | 287.83 | |
| 0.7197 | 21.28 |
Estimation Period:
Apr 7, 2010 to Feb 6, 2026
Apr 7, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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